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 ⓘ | 3.47% | 25.94% | 80.36% |
| Price Trend ⓘ | 0.64 | 0.91 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.01% | 28.84% | 35.75% |
| Max Drawdown ⓘ | -10.81% | -19.42% | -19.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 0.83 | 2.12 |
| Calmar Ratio ⓘ | 0.32 | 1.34 | 4.14 |
| Sortino Ratio ⓘ | 0.20 | 1.02 | 2.82 |