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 ⓘ | 36.55% | 39.85% | 56.09% |
| Price Trend ⓘ | 0.79 | 0.84 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.86% | 24.39% | 39.30% |
| Max Drawdown ⓘ | -10.27% | -16.02% | -23.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.89 | 1.55 | 1.32 |
| Calmar Ratio ⓘ | 3.56 | 2.49 | 2.40 |
| Sortino Ratio ⓘ | 3.39 | 2.27 | 1.99 |