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 ⓘ | 11.71% | 22.94% | 50.10% |
| Price Trend ⓘ | 0.81 | 0.86 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.17% | 14.49% | 21.94% |
| Max Drawdown ⓘ | -7.58% | -8.00% | -9.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.06 | 1.45 | 2.10 |
| Calmar Ratio ⓘ | 1.55 | 2.87 | 5.04 |
| Sortino Ratio ⓘ | 1.37 | 1.94 | 2.93 |