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 ⓘ | 18.40% | 8.37% | 47.57% |
| Price Trend ⓘ | 0.93 | 0.80 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.57% | 26.17% | 33.57% |
| Max Drawdown ⓘ | -3.75% | -30.49% | -30.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 0.24 | 1.28 |
| Calmar Ratio ⓘ | 4.91 | 0.27 | 1.54 |
| Sortino Ratio ⓘ | 3.24 | 0.31 | 1.78 |