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 ⓘ | 27.36% | 24.98% | 53.31% |
| Price Trend ⓘ | 0.91 | 0.85 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.90% | 18.98% | 34.45% |
| Max Drawdown ⓘ | -6.60% | -13.05% | -24.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.77 | 1.21 | 1.43 |
| Calmar Ratio ⓘ | 4.15 | 1.91 | 2.16 |
| Sortino Ratio ⓘ | 3.18 | 2.05 | 1.99 |