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 ⓘ | 21.40% | 21.47% | 76.37% |
| Price Trend ⓘ | 0.92 | 0.80 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.93% | 18.52% | 30.79% |
| Max Drawdown ⓘ | -5.45% | -7.43% | -21.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.37 | 1.05 | 2.35 |
| Calmar Ratio ⓘ | 3.93 | 2.89 | 3.60 |
| Sortino Ratio ⓘ | 2.72 | 1.93 | 3.77 |