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 ⓘ | 27.73% | 8.85% | 59.67% |
| Price Trend ⓘ | 0.81 | 0.50 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.30% | 43.98% | 56.66% |
| Max Drawdown ⓘ | -21.31% | -32.90% | -38.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | 0.15 | 0.97 |
| Calmar Ratio ⓘ | 1.30 | 0.27 | 1.55 |
| Sortino Ratio ⓘ | 1.66 | 0.20 | 1.45 |