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 ⓘ | 12.36% | 25.43% | 57.49% |
| Price Trend ⓘ | 0.92 | 0.86 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.74% | 17.10% | 31.79% |
| Max Drawdown ⓘ | -9.55% | -9.55% | -31.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.90 | 1.37 | 1.68 |
| Calmar Ratio ⓘ | 1.29 | 2.66 | 1.84 |
| Sortino Ratio ⓘ | 1.36 | 2.33 | 2.03 |