For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 7.60% | 21.81% | 64.76% |
| Price Trend ⓘ | 0.64 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.38% | 16.16% | 30.72% |
| Max Drawdown ⓘ | -8.54% | -8.54% | -21.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | 1.22 | 1.97 |
| Calmar Ratio ⓘ | 0.89 | 2.55 | 3.03 |
| Sortino Ratio ⓘ | 1.04 | 1.83 | 2.54 |