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 ⓘ | 16.97% | 58.42% | 39.55% |
| Price Trend ⓘ | 0.38 | 0.91 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.28% | 22.26% | 32.07% |
| Max Drawdown ⓘ | -19.74% | -19.74% | -29.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 2.53 | 1.10 |
| Calmar Ratio ⓘ | 0.86 | 2.96 | 1.34 |
| Sortino Ratio ⓘ | 1.19 | 3.79 | 1.59 |