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 ⓘ | 51.56% | 57.52% | 44.39% |
| Price Trend ⓘ | 0.89 | 0.77 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.29% | 29.75% | 45.57% |
| Max Drawdown ⓘ | -8.39% | -21.37% | -34.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.27 | 1.86 | 0.88 |
| Calmar Ratio ⓘ | 6.15 | 2.69 | 1.27 |
| Sortino Ratio ⓘ | 3.95 | 2.22 | 1.18 |