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 ⓘ | 28.76% | 24.39% | 99.47% |
| Price Trend ⓘ | 0.94 | 0.90 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.98% | 32.21% | 39.15% |
| Max Drawdown ⓘ | -6.16% | -32.09% | -34.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.85 | 0.69 | 2.42 |
| Calmar Ratio ⓘ | 4.67 | 0.76 | 2.92 |
| Sortino Ratio ⓘ | 3.16 | 1.00 | 3.51 |