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 ⓘ | 14.09% | 31.89% | 55.81% |
| Price Trend ⓘ | 0.51 | 0.93 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.34% | 16.88% | 27.13% |
| Max Drawdown ⓘ | -9.42% | -9.42% | -14.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.06 | 1.77 | 1.90 |
| Calmar Ratio ⓘ | 1.50 | 3.39 | 3.94 |
| Sortino Ratio ⓘ | 1.56 | 2.33 | 2.43 |