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 ⓘ | 32.58% | 45.80% | 26.34% |
| Price Trend ⓘ | 0.57 | 0.52 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 42.09% | 46.85% | 62.84% |
| Max Drawdown ⓘ | -25.22% | -25.22% | -31.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 0.94 | 0.36 |
| Calmar Ratio ⓘ | 1.29 | 1.82 | 0.84 |
| Sortino Ratio ⓘ | 1.82 | 1.96 | 0.62 |