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 ⓘ | 26.63% | 21.24% | 57.39% |
| Price Trend ⓘ | 0.96 | 0.65 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.14% | 17.49% | 28.52% |
| Max Drawdown ⓘ | -5.61% | -14.13% | -15.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.70 | 1.10 | 1.87 |
| Calmar Ratio ⓘ | 4.75 | 1.50 | 3.69 |
| Sortino Ratio ⓘ | 2.52 | 1.70 | 2.17 |