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 ⓘ | 15.99% | 29.32% | 60.87% |
| Price Trend ⓘ | 0.90 | 0.90 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.97% | 24.87% | 32.58% |
| Max Drawdown ⓘ | -7.78% | -21.36% | -21.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.25 | 1.09 | 1.73 |
| Calmar Ratio ⓘ | 2.06 | 1.37 | 2.85 |
| Sortino Ratio ⓘ | 1.63 | 1.27 | 2.03 |