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 ⓘ | 9.84% | 5.33% | 72.51% |
| Price Trend ⓘ | 0.81 | 0.72 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.39% | 25.17% | 29.35% |
| Max Drawdown ⓘ | -6.93% | -25.11% | -25.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | 0.13 | 2.32 |
| Calmar Ratio ⓘ | 1.42 | 0.21 | 2.89 |
| Sortino Ratio ⓘ | 1.45 | 0.20 | 3.38 |