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 ⓘ | 12.58% | 47.95% | 48.97% |
| Price Trend ⓘ | 0.39 | 0.89 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.11% | 37.21% | 59.32% |
| Max Drawdown ⓘ | -21.83% | -21.83% | -40.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | 1.23 | 0.75 |
| Calmar Ratio ⓘ | 0.58 | 2.20 | 1.21 |
| Sortino Ratio ⓘ | 0.68 | 2.40 | 1.17 |