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 ⓘ | 6.49% | 37.40% | 50.82% |
| Price Trend ⓘ | 0.33 | 0.88 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.65% | 16.22% | 31.24% |
| Max Drawdown ⓘ | -9.23% | -9.23% | -31.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 2.18 | 1.49 |
| Calmar Ratio ⓘ | 0.70 | 4.05 | 1.62 |
| Sortino Ratio ⓘ | 0.75 | 3.75 | 1.77 |