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 ⓘ | 4.14% | 39.96% | 76.05% |
| Price Trend ⓘ | 0.42 | 0.80 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.72% | 23.62% | 27.61% |
| Max Drawdown ⓘ | -19.54% | -19.54% | -19.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 1.61 | 2.61 |
| Calmar Ratio ⓘ | 0.21 | 2.04 | 3.89 |
| Sortino Ratio ⓘ | 0.27 | 2.21 | 3.54 |