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 ⓘ | 10.46% | 40.02% | 39.82% |
| Price Trend ⓘ | 0.28 | 0.91 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.09% | 22.58% | 29.20% |
| Max Drawdown ⓘ | -14.89% | -14.89% | -14.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 1.69 | 1.23 |
| Calmar Ratio ⓘ | 0.70 | 2.69 | 2.67 |
| Sortino Ratio ⓘ | 0.85 | 2.78 | 2.04 |