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 ⓘ | 18.44% | 40.56% | 22.65% |
| Price Trend ⓘ | 0.95 | 0.97 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.01% | 15.10% | 21.42% |
| Max Drawdown ⓘ | -4.02% | -8.53% | -25.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.93 | 2.55 | 0.85 |
| Calmar Ratio ⓘ | 4.58 | 4.75 | 0.87 |
| Sortino Ratio ⓘ | 2.71 | 4.09 | 1.27 |