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 ⓘ | 5.51% | 25.69% | 69.60% |
| Price Trend ⓘ | 0.63 | 0.57 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.60% | 24.74% | 32.43% |
| Max Drawdown ⓘ | -14.82% | -20.58% | -20.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 0.96 | 2.02 |
| Calmar Ratio ⓘ | 0.37 | 1.25 | 3.38 |
| Sortino Ratio ⓘ | 0.50 | 1.70 | 3.21 |