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 ⓘ | 9.03% | 24.72% | 79.19% |
| Price Trend ⓘ | 0.10 | 0.01 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.96% | 29.33% | 54.40% |
| Max Drawdown ⓘ | -15.89% | -19.39% | -26.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 0.78 | 1.38 |
| Calmar Ratio ⓘ | 0.57 | 1.27 | 3.02 |
| Sortino Ratio ⓘ | 0.52 | 1.28 | 2.11 |