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 ⓘ | 21.24% | 47.23% | 15.99% |
| Price Trend ⓘ | 0.92 | 0.96 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.63% | 22.22% | 32.28% |
| Max Drawdown ⓘ | -6.71% | -8.07% | -35.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.39 | 2.03 | 0.36 |
| Calmar Ratio ⓘ | 3.16 | 5.85 | 0.45 |
| Sortino Ratio ⓘ | 4.19 | 4.55 | 0.61 |