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 ⓘ | 32.29% | 64.15% | 46.52% |
| Price Trend ⓘ | 0.95 | 0.96 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.52% | 20.25% | 31.26% |
| Max Drawdown ⓘ | -6.72% | -6.90% | -32.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.79 | 3.07 | 1.35 |
| Calmar Ratio ⓘ | 4.80 | 9.29 | 1.42 |
| Sortino Ratio ⓘ | 3.59 | 5.86 | 2.05 |