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 ⓘ | 29.22% | 48.96% | 40.39% |
| Price Trend ⓘ | 0.74 | 0.92 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.01% | 29.57% | 40.34% |
| Max Drawdown ⓘ | -11.42% | -11.42% | -32.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.09 | 1.59 | 0.90 |
| Calmar Ratio ⓘ | 2.56 | 4.29 | 1.26 |
| Sortino Ratio ⓘ | 2.47 | 3.13 | 1.35 |