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 ⓘ | 32.36% | 40.15% | 28.73% |
| Price Trend ⓘ | 0.89 | 0.81 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.23% | 46.99% | 59.69% |
| Max Drawdown ⓘ | -22.65% | -22.65% | -31.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 0.81 | 0.41 |
| Calmar Ratio ⓘ | 1.43 | 1.77 | 0.92 |
| Sortino Ratio ⓘ | 1.78 | 1.71 | 0.84 |