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 ⓘ | 44.17% | 7.03% | 21.22% |
| Price Trend ⓘ | 0.84 | 0.50 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.58% | 27.78% | 51.85% |
| Max Drawdown ⓘ | -10.90% | -30.23% | -38.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.33 | 0.18 | 0.33 |
| Calmar Ratio ⓘ | 4.05 | 0.23 | 0.56 |
| Sortino Ratio ⓘ | 4.42 | 0.30 | 0.44 |