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 ⓘ | 14.75% | 42.07% | 62.06% |
| Price Trend ⓘ | 0.92 | 0.96 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.26% | 18.76% | 36.46% |
| Max Drawdown ⓘ | -6.90% | -6.90% | -23.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.04 | 2.13 | 1.59 |
| Calmar Ratio ⓘ | 2.14 | 6.10 | 2.65 |
| Sortino Ratio ⓘ | 2.25 | 4.58 | 1.94 |