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 ⓘ | 41.24% | 50.03% | 41.77% |
| Price Trend ⓘ | 0.87 | 0.73 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.12% | 25.18% | 41.68% |
| Max Drawdown ⓘ | -11.54% | -22.23% | -25.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.35 | 1.91 | 0.90 |
| Calmar Ratio ⓘ | 3.57 | 2.25 | 1.65 |
| Sortino Ratio ⓘ | 3.65 | 2.97 | 1.42 |