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 ⓘ | 25.61% | 23.38% | 40.66% |
| Price Trend ⓘ | 0.87 | 0.73 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.54% | 19.94% | 39.43% |
| Max Drawdown ⓘ | -8.59% | -11.56% | -32.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.70 | 1.07 | 0.93 |
| Calmar Ratio ⓘ | 2.98 | 2.02 | 1.26 |
| Sortino Ratio ⓘ | 3.60 | 1.78 | 1.36 |