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 ⓘ | 75.71% | 50.31% | 11.82% |
| Price Trend ⓘ | 0.95 | 0.65 | -0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.93% | 37.17% | 54.92% |
| Max Drawdown ⓘ | -11.88% | -22.35% | -42.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.27 | 1.30 | 0.14 |
| Calmar Ratio ⓘ | 6.37 | 2.25 | 0.28 |
| Sortino Ratio ⓘ | 3.95 | 2.35 | 0.19 |