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 ⓘ | 6.24% | 12.85% | 67.42% |
| Price Trend ⓘ | 0.75 | 0.71 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.21% | 15.46% | 28.13% |
| Max Drawdown ⓘ | -6.57% | -8.16% | -15.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 0.70 | 2.25 |
| Calmar Ratio ⓘ | 0.95 | 1.58 | 4.26 |
| Sortino Ratio ⓘ | 1.22 | 1.33 | 3.55 |