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 ⓘ | 35.65% | 12.17% | 18.82% |
| Price Trend ⓘ | 0.86 | -0.27 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.56% | 26.72% | 51.66% |
| Max Drawdown ⓘ | -12.96% | -30.23% | -42.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.61 | 0.38 | 0.28 |
| Calmar Ratio ⓘ | 2.75 | 0.40 | 0.44 |
| Sortino Ratio ⓘ | 2.56 | 0.63 | 0.37 |