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 ⓘ | 7.64% | 35.00% | 70.56% |
| Price Trend ⓘ | -0.13 | 0.83 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.45% | 20.52% | 30.71% |
| Max Drawdown ⓘ | -13.86% | -13.86% | -21.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | 1.61 | 2.16 |
| Calmar Ratio ⓘ | 0.55 | 2.52 | 3.25 |
| Sortino Ratio ⓘ | 0.44 | 1.99 | 2.79 |