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 ⓘ | 18.62% | 7.83% | 58.01% |
| Price Trend ⓘ | 0.29 | 0.37 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.30% | 40.57% | 64.51% |
| Max Drawdown ⓘ | -20.84% | -20.84% | -35.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 0.14 | 0.83 |
| Calmar Ratio ⓘ | 0.89 | 0.38 | 1.63 |
| Sortino Ratio ⓘ | 1.04 | 0.30 | 1.76 |