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 ⓘ | 27.56% | 39.56% | 51.65% |
| Price Trend ⓘ | 0.87 | 0.86 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.58% | 17.24% | 29.55% |
| Max Drawdown ⓘ | -5.22% | -6.80% | -18.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.11 | 2.18 | 1.61 |
| Calmar Ratio ⓘ | 5.28 | 5.82 | 2.85 |
| Sortino Ratio ⓘ | 3.09 | 3.71 | 2.09 |