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 ⓘ | 17.43% | 14.13% | 54.22% |
| Price Trend ⓘ | 0.92 | 0.61 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.08% | 16.00% | 35.55% |
| Max Drawdown ⓘ | -4.52% | -13.32% | -25.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | 0.76 | 1.41 |
| Calmar Ratio ⓘ | 3.86 | 1.06 | 2.10 |
| Sortino Ratio ⓘ | 2.62 | 1.20 | 2.07 |