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 ⓘ | 32.73% | 40.02% | 40.71% |
| Price Trend ⓘ | 0.90 | 0.93 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.34% | 19.81% | 35.43% |
| Max Drawdown ⓘ | -9.02% | -9.84% | -34.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.22 | 1.92 | 1.03 |
| Calmar Ratio ⓘ | 3.63 | 4.07 | 1.19 |
| Sortino Ratio ⓘ | 5.54 | 3.58 | 1.36 |