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 ⓘ | 44.85% | 38.24% | 56.69% |
| Price Trend ⓘ | 0.88 | 0.52 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.17% | 31.74% | 49.17% |
| Max Drawdown ⓘ | -8.39% | -24.26% | -32.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.56 | 1.14 | 1.07 |
| Calmar Ratio ⓘ | 5.34 | 1.58 | 1.76 |
| Sortino Ratio ⓘ | 4.22 | 1.13 | 1.27 |