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 ⓘ | 27.89% | 37.86% | 44.83% |
| Price Trend ⓘ | 0.14 | 0.82 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.29% | 34.28% | 47.18% |
| Max Drawdown ⓘ | -23.78% | -23.78% | -25.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.92 | 1.04 | 0.86 |
| Calmar Ratio ⓘ | 1.17 | 1.59 | 1.79 |
| Sortino Ratio ⓘ | 1.55 | 1.67 | 1.38 |