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 ⓘ | 7.39% | 16.49% | 44.64% |
| Price Trend ⓘ | 0.31 | 0.91 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.11% | 19.08% | 32.28% |
| Max Drawdown ⓘ | -11.23% | -11.23% | -23.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.76 | 1.26 |
| Calmar Ratio ⓘ | 0.66 | 1.47 | 1.88 |
| Sortino Ratio ⓘ | 0.57 | 1.13 | 1.82 |