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 ⓘ | 29.48% | 76.18% | 54.41% |
| Price Trend ⓘ | 0.81 | 0.37 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.55% | 45.83% | 77.47% |
| Max Drawdown ⓘ | -17.04% | -32.81% | -61.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 1.62 | 0.65 |
| Calmar Ratio ⓘ | 1.73 | 2.32 | 0.89 |
| Sortino Ratio ⓘ | 1.56 | 2.68 | 0.97 |