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 ⓘ | 15.30% | 60.87% | 37.49% |
| Price Trend ⓘ | 0.83 | 0.97 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.85% | 25.40% | 43.99% |
| Max Drawdown ⓘ | -12.07% | -12.07% | -42.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | 2.32 | 0.76 |
| Calmar Ratio ⓘ | 1.27 | 5.04 | 0.88 |
| Sortino Ratio ⓘ | 1.58 | 5.36 | 1.00 |