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 ⓘ | 29.57% | 26.02% | 43.01% |
| Price Trend ⓘ | 0.98 | 0.87 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.66% | 37.17% | 52.12% |
| Max Drawdown ⓘ | -4.11% | -32.69% | -36.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.09 | 0.64 | 0.74 |
| Calmar Ratio ⓘ | 7.20 | 0.80 | 1.17 |
| Sortino Ratio ⓘ | 3.79 | 0.91 | 0.98 |