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 ⓘ | 19.46% | 39.10% | 21.28% |
| Price Trend ⓘ | 0.92 | 0.97 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.44% | 15.58% | 32.57% |
| Max Drawdown ⓘ | -5.42% | -5.61% | -33.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.62 | 2.38 | 0.52 |
| Calmar Ratio ⓘ | 3.59 | 6.97 | 0.64 |
| Sortino Ratio ⓘ | 2.66 | 4.29 | 0.71 |