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 ⓘ | 4.60% | 40.11% | 52.47% |
| Price Trend ⓘ | 0.01 | 0.85 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.17% | 28.45% | 45.43% |
| Max Drawdown ⓘ | -16.93% | -16.93% | -40.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 1.34 | 1.06 |
| Calmar Ratio ⓘ | 0.27 | 2.37 | 1.31 |
| Sortino Ratio ⓘ | 0.24 | 2.30 | 1.37 |