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 ⓘ | 28.24% | 58.73% | 22.95% |
| Price Trend ⓘ | 0.79 | 0.88 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.05% | 34.33% | 68.81% |
| Max Drawdown ⓘ | -19.90% | -19.90% | -61.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 1.65 | 0.27 |
| Calmar Ratio ⓘ | 1.42 | 2.95 | 0.37 |
| Sortino Ratio ⓘ | 1.89 | 2.91 | 0.32 |