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 ⓘ | 17.15% | 22.73% | 52.54% |
| Price Trend ⓘ | 0.50 | 0.86 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.75% | 20.29% | 33.05% |
| Max Drawdown ⓘ | -11.48% | -11.48% | -27.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 1.03 | 1.47 |
| Calmar Ratio ⓘ | 1.49 | 1.98 | 1.93 |
| Sortino Ratio ⓘ | 1.35 | 1.48 | 1.74 |