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 ⓘ | 19.82% | 11.63% | 60.57% |
| Price Trend ⓘ | 0.79 | 0.26 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.62% | 16.38% | 29.20% |
| Max Drawdown ⓘ | -10.09% | -16.79% | -17.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.50 | 0.59 | 1.94 |
| Calmar Ratio ⓘ | 1.96 | 0.69 | 3.39 |
| Sortino Ratio ⓘ | 3.09 | 1.09 | 2.81 |