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 ⓘ | 15.01% | 34.19% | 55.58% |
| Price Trend ⓘ | 0.86 | 0.97 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.57% | 10.90% | 19.58% |
| Max Drawdown ⓘ | -4.60% | -4.60% | -12.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 2.96 | 2.63 |
| Calmar Ratio ⓘ | 3.26 | 7.43 | 4.37 |
| Sortino Ratio ⓘ | 2.99 | 5.37 | 3.36 |