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 ⓘ | 51.10% | 53.39% | 48.73% |
| Price Trend ⓘ | 0.90 | 0.61 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.42% | 26.37% | 40.45% |
| Max Drawdown ⓘ | -6.55% | -23.64% | -32.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.25 | 1.95 | 1.10 |
| Calmar Ratio ⓘ | 7.80 | 2.26 | 1.50 |
| Sortino Ratio ⓘ | 7.45 | 2.05 | 1.31 |