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 ⓘ | 23.60% | 36.43% | 58.76% |
| Price Trend ⓘ | 0.70 | 0.75 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.43% | 26.89% | 48.65% |
| Max Drawdown ⓘ | -16.20% | -16.20% | -41.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.30 | 1.28 | 1.12 |
| Calmar Ratio ⓘ | 1.46 | 2.25 | 1.43 |
| Sortino Ratio ⓘ | 2.62 | 2.15 | 1.46 |