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 ⓘ | 54.00% | 22.71% | 46.31% |
| Price Trend ⓘ | 0.77 | -0.13 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.77% | 34.33% | 43.15% |
| Max Drawdown ⓘ | -16.39% | -33.18% | -37.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.91 | 0.61 | 0.98 |
| Calmar Ratio ⓘ | 3.29 | 0.68 | 1.25 |
| Sortino Ratio ⓘ | 2.31 | 0.79 | 1.38 |