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 ⓘ | 15.56% | 17.35% | 37.86% |
| Price Trend ⓘ | 0.96 | 0.85 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.84% | 19.67% | 22.81% |
| Max Drawdown ⓘ | -2.70% | -19.53% | -20.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 0.78 | 1.46 |
| Calmar Ratio ⓘ | 5.76 | 0.89 | 1.85 |
| Sortino Ratio ⓘ | 3.45 | 0.96 | 1.85 |