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 ⓘ | 12.09% | 43.50% | 56.05% |
| Price Trend ⓘ | 0.69 | 0.85 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.88% | 23.00% | 28.38% |
| Max Drawdown ⓘ | -10.52% | -10.52% | -10.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 1.81 | 1.83 |
| Calmar Ratio ⓘ | 1.15 | 4.14 | 5.33 |
| Sortino Ratio ⓘ | 1.23 | 3.68 | 2.94 |