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 ⓘ | 14.78% | 42.72% | 42.16% |
| Price Trend ⓘ | 0.30 | 0.89 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.10% | 26.97% | 34.38% |
| Max Drawdown ⓘ | -19.94% | -19.94% | -19.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.69 | 1.52 | 1.11 |
| Calmar Ratio ⓘ | 0.74 | 2.14 | 2.11 |
| Sortino Ratio ⓘ | 0.94 | 2.36 | 1.65 |