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 ⓘ | 26.63% | 13.37% | 66.56% |
| Price Trend ⓘ | 0.40 | 0.83 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.17% | 26.78% | 43.27% |
| Max Drawdown ⓘ | -16.99% | -24.65% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 0.43 | 1.44 |
| Calmar Ratio ⓘ | 1.57 | 0.54 | 2.43 |
| Sortino Ratio ⓘ | 2.50 | 0.71 | 2.10 |