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 ⓘ | 32.93% | 43.33% | 39.59% |
| Price Trend ⓘ | 0.94 | 0.94 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.04% | 28.96% | 38.13% |
| Max Drawdown ⓘ | -5.79% | -13.04% | -36.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.77 | 1.42 | 0.92 |
| Calmar Ratio ⓘ | 5.68 | 3.32 | 1.08 |
| Sortino Ratio ⓘ | 2.50 | 2.03 | 1.12 |