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 ⓘ | 19.83% | 42.98% | 35.38% |
| Price Trend ⓘ | 0.92 | 0.96 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.53% | 19.68% | 29.10% |
| Max Drawdown ⓘ | -8.29% | -8.47% | -22.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.51 | 2.09 | 1.08 |
| Calmar Ratio ⓘ | 2.39 | 5.07 | 1.57 |
| Sortino Ratio ⓘ | 2.69 | 4.14 | 1.60 |