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 ⓘ | 10.21% | 37.63% | 63.34% |
| Price Trend ⓘ | 0.49 | 0.88 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.57% | 23.46% | 40.58% |
| Max Drawdown ⓘ | -10.51% | -10.51% | -36.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.63 | 1.52 | 1.46 |
| Calmar Ratio ⓘ | 0.97 | 3.58 | 1.72 |
| Sortino Ratio ⓘ | 1.11 | 2.67 | 1.99 |