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 ⓘ | 46.73% | 38.81% | 52.12% |
| Price Trend ⓘ | 0.93 | 0.70 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.63% | 22.61% | 43.00% |
| Max Drawdown ⓘ | -7.68% | -13.30% | -37.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.60 | 1.63 | 1.12 |
| Calmar Ratio ⓘ | 6.08 | 2.92 | 1.38 |
| Sortino Ratio ⓘ | 4.46 | 2.77 | 1.50 |