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 ⓘ | 13.66% | 9.67% | 78.88% |
| Price Trend ⓘ | 0.58 | 0.63 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.87% | 28.39% | 55.75% |
| Max Drawdown ⓘ | -10.59% | -16.75% | -26.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.64 | 0.27 | 1.34 |
| Calmar Ratio ⓘ | 1.29 | 0.58 | 3.01 |
| Sortino Ratio ⓘ | 1.35 | 0.35 | 2.02 |