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 ⓘ | 21.32% | 17.45% | 55.76% |
| Price Trend ⓘ | 0.93 | 0.87 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.39% | 48.68% | 68.88% |
| Max Drawdown ⓘ | -11.37% | -44.89% | -61.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 0.32 | 0.74 |
| Calmar Ratio ⓘ | 1.88 | 0.39 | 0.91 |
| Sortino Ratio ⓘ | 1.54 | 0.43 | 0.85 |