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 ⓘ | 28.17% | 29.75% | 79.51% |
| Price Trend ⓘ | 0.97 | 0.90 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.28% | 37.82% | 57.62% |
| Max Drawdown ⓘ | -6.44% | -35.84% | -41.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.77 | 0.73 | 1.30 |
| Calmar Ratio ⓘ | 4.38 | 0.83 | 1.93 |
| Sortino Ratio ⓘ | 2.52 | 1.11 | 1.90 |