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 ⓘ | 18.07% | 25.32% | 54.14% |
| Price Trend ⓘ | 0.67 | 0.90 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.59% | 18.84% | 31.98% |
| Max Drawdown ⓘ | -8.76% | -8.76% | -25.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 1.24 | 1.57 |
| Calmar Ratio ⓘ | 2.06 | 2.89 | 2.10 |
| Sortino Ratio ⓘ | 1.94 | 2.10 | 2.13 |