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 ⓘ | 24.06% | 18.66% | 39.53% |
| Price Trend ⓘ | 0.89 | 0.42 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.71% | 19.13% | 30.47% |
| Max Drawdown ⓘ | -8.40% | -19.81% | -19.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.57 | 0.87 | 1.16 |
| Calmar Ratio ⓘ | 2.87 | 0.94 | 2.00 |
| Sortino Ratio ⓘ | 3.14 | 1.24 | 1.73 |