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 ⓘ | 10.48% | 14.10% | 54.42% |
| Price Trend ⓘ | 0.64 | 0.61 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.57% | 21.80% | 33.98% |
| Max Drawdown ⓘ | -11.95% | -12.40% | -16.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 0.56 | 1.48 |
| Calmar Ratio ⓘ | 0.88 | 1.14 | 3.36 |
| Sortino Ratio ⓘ | 0.82 | 0.74 | 2.55 |