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 ⓘ | 19.56% | 36.25% | 53.55% |
| Price Trend ⓘ | 0.74 | 0.91 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.37% | 26.55% | 34.05% |
| Max Drawdown ⓘ | -6.85% | -12.25% | -22.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 1.29 | 1.44 |
| Calmar Ratio ⓘ | 2.86 | 2.96 | 2.38 |
| Sortino Ratio ⓘ | 2.00 | 1.79 | 2.08 |