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 ⓘ | 24.21% | 54.43% | 36.08% |
| Price Trend ⓘ | 0.85 | 0.97 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.65% | 18.05% | 30.83% |
| Max Drawdown ⓘ | -7.04% | -7.04% | -30.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.59 | 2.90 | 1.03 |
| Calmar Ratio ⓘ | 3.44 | 7.73 | 1.18 |
| Sortino Ratio ⓘ | 3.48 | 5.85 | 1.52 |