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 ⓘ | 50.11% | 59.86% | 24.03% |
| Price Trend ⓘ | 0.81 | 0.92 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.82% | 26.90% | 44.32% |
| Max Drawdown ⓘ | -8.71% | -13.10% | -35.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.36 | 2.15 | 0.45 |
| Calmar Ratio ⓘ | 5.75 | 4.57 | 0.68 |
| Sortino Ratio ⓘ | 5.06 | 4.00 | 0.64 |