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 ⓘ | 9.30% | 38.84% | 38.97% |
| Price Trend ⓘ | 0.23 | 0.80 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.58% | 32.35% | 44.57% |
| Max Drawdown ⓘ | -28.43% | -28.43% | -35.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | 1.14 | 0.78 |
| Calmar Ratio ⓘ | 0.33 | 1.37 | 1.09 |
| Sortino Ratio ⓘ | 0.53 | 1.94 | 1.23 |