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 ⓘ | 40.27% | 63.42% | 39.67% |
| Price Trend ⓘ | 0.73 | 0.87 | 0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.26% | 27.99% | 39.02% |
| Max Drawdown ⓘ | -5.96% | -10.40% | -32.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.62 | 2.19 | 0.91 |
| Calmar Ratio ⓘ | 6.75 | 6.10 | 1.23 |
| Sortino Ratio ⓘ | 6.35 | 5.36 | 1.40 |