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 ⓘ | 17.59% | 24.13% | 52.70% |
| Price Trend ⓘ | 0.78 | 0.94 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.33% | 15.37% | 23.71% |
| Max Drawdown ⓘ | -7.91% | -8.07% | -13.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.47 | 1.44 | 2.05 |
| Calmar Ratio ⓘ | 2.22 | 2.99 | 4.05 |
| Sortino Ratio ⓘ | 1.60 | 1.80 | 2.80 |