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 ⓘ | 39.63% | 68.27% | 27.24% |
| Price Trend ⓘ | 0.90 | 0.95 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.86% | 27.80% | 54.14% |
| Max Drawdown ⓘ | -8.20% | -12.05% | -46.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.95 | 2.38 | 0.43 |
| Calmar Ratio ⓘ | 4.83 | 5.66 | 0.58 |
| Sortino Ratio ⓘ | 3.86 | 4.47 | 0.57 |