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 ⓘ | 26.94% | 15.49% | 53.88% |
| Price Trend ⓘ | 0.95 | 0.83 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.35% | 26.15% | 33.04% |
| Max Drawdown ⓘ | -4.42% | -27.28% | -31.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.28 | 0.51 | 1.49 |
| Calmar Ratio ⓘ | 6.09 | 0.57 | 1.72 |
| Sortino Ratio ⓘ | 4.76 | 0.57 | 1.91 |