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 ⓘ | 21.17% | 22.06% | 70.89% |
| Price Trend ⓘ | 0.73 | 0.67 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.79% | 23.58% | 34.30% |
| Max Drawdown ⓘ | -14.64% | -19.39% | -19.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | 0.85 | 1.95 |
| Calmar Ratio ⓘ | 1.45 | 1.14 | 3.66 |
| Sortino Ratio ⓘ | 2.01 | 1.33 | 3.18 |