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 ⓘ | 10.34% | 51.03% | 60.10% |
| Price Trend ⓘ | -0.60 | 0.61 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.52% | 40.09% | 61.74% |
| Max Drawdown ⓘ | -26.23% | -26.23% | -29.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | 1.22 | 0.90 |
| Calmar Ratio ⓘ | 0.39 | 1.95 | 2.04 |
| Sortino Ratio ⓘ | 0.62 | 2.30 | 1.58 |