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 ⓘ | 47.14% | 12.52% | 28.29% |
| Price Trend ⓘ | 0.88 | 0.60 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.55% | 30.54% | 59.48% |
| Max Drawdown ⓘ | -7.78% | -27.40% | -40.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.96 | 0.35 | 0.41 |
| Calmar Ratio ⓘ | 6.06 | 0.46 | 0.69 |
| Sortino Ratio ⓘ | 5.82 | 0.66 | 0.60 |