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 ⓘ | 5.12% | 31.26% | 59.07% |
| Price Trend ⓘ | 0.55 | 0.89 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.40% | 19.26% | 27.51% |
| Max Drawdown ⓘ | -9.84% | -9.84% | -14.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | 1.52 | 2.00 |
| Calmar Ratio ⓘ | 0.52 | 3.18 | 4.17 |
| Sortino Ratio ⓘ | 0.52 | 2.39 | 2.65 |