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 ⓘ | 54.74% | 26.70% | 15.56% |
| Price Trend ⓘ | 0.75 | 0.23 | -0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.49% | 46.30% | 67.32% |
| Max Drawdown ⓘ | -20.54% | -35.51% | -50.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.40 | 0.53 | 0.17 |
| Calmar Ratio ⓘ | 2.67 | 0.75 | 0.31 |
| Sortino Ratio ⓘ | 2.62 | 0.95 | 0.29 |