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 ⓘ | 13.72% | 45.93% | 27.23% |
| Price Trend ⓘ | 0.59 | 0.43 | 0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.83% | 52.49% | 73.51% |
| Max Drawdown ⓘ | -20.37% | -26.18% | -55.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | 0.84 | 0.31 |
| Calmar Ratio ⓘ | 0.67 | 1.75 | 0.49 |
| Sortino Ratio ⓘ | 0.74 | 1.82 | 0.57 |