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 ⓘ | 17.82% | 25.02% | 71.63% |
| Price Trend ⓘ | 0.68 | 0.72 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.66% | 23.56% | 36.60% |
| Max Drawdown ⓘ | -13.70% | -18.79% | -20.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 0.98 | 1.85 |
| Calmar Ratio ⓘ | 1.30 | 1.33 | 3.56 |
| Sortino Ratio ⓘ | 1.66 | 1.43 | 2.84 |