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 ⓘ | 26.23% | 11.50% | 43.61% |
| Price Trend ⓘ | 0.97 | 0.64 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.95% | 17.72% | 29.47% |
| Max Drawdown ⓘ | -4.46% | -16.57% | -17.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.12 | 0.54 | 1.34 |
| Calmar Ratio ⓘ | 5.88 | 0.69 | 2.49 |
| Sortino Ratio ⓘ | 2.72 | 0.73 | 2.04 |