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 ⓘ | 9.25% | 25.86% | 59.02% |
| Price Trend ⓘ | 0.67 | 0.74 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.28% | 17.02% | 30.42% |
| Max Drawdown ⓘ | -5.72% | -7.43% | -21.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.62 | 1.40 | 1.80 |
| Calmar Ratio ⓘ | 1.62 | 3.48 | 2.78 |
| Sortino Ratio ⓘ | 1.12 | 2.28 | 2.79 |