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 ⓘ | 16.92% | 71.90% | 28.62% |
| Price Trend ⓘ | 0.67 | 0.95 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.32% | 33.66% | 49.46% |
| Max Drawdown ⓘ | -14.97% | -14.97% | -32.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.63 | 2.08 | 0.50 |
| Calmar Ratio ⓘ | 1.13 | 4.80 | 0.89 |
| Sortino Ratio ⓘ | 0.97 | 3.41 | 0.72 |