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 ⓘ | 15.32% | 41.65% | 53.78% |
| Price Trend ⓘ | 0.93 | 0.91 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.01% | 24.91% | 31.20% |
| Max Drawdown ⓘ | -4.46% | -21.21% | -21.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.29 | 1.59 | 1.58 |
| Calmar Ratio ⓘ | 3.43 | 1.96 | 2.54 |
| Sortino Ratio ⓘ | 2.01 | 2.42 | 2.42 |