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 ⓘ | 6.23% | 39.69% | 81.87% |
| Price Trend ⓘ | 0.82 | 0.92 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.28% | 25.84% | 38.00% |
| Max Drawdown ⓘ | -13.74% | -13.74% | -25.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | 1.46 | 2.05 |
| Calmar Ratio ⓘ | 0.45 | 2.89 | 3.26 |
| Sortino Ratio ⓘ | 0.39 | 2.17 | 2.49 |