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 ⓘ | 10.47% | 18.92% | 48.66% |
| Price Trend ⓘ | 0.73 | 0.87 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.22% | 23.46% | 44.62% |
| Max Drawdown ⓘ | -10.14% | -14.80% | -31.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 0.72 | 1.00 |
| Calmar Ratio ⓘ | 1.03 | 1.28 | 1.56 |
| Sortino Ratio ⓘ | 0.99 | 1.07 | 1.21 |