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 ⓘ | 32.78% | 28.86% | 33.26% |
| Price Trend ⓘ | 0.94 | 0.87 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.54% | 34.81% | 45.12% |
| Max Drawdown ⓘ | -4.17% | -33.26% | -42.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.71 | 0.77 | 0.64 |
| Calmar Ratio ⓘ | 7.86 | 0.87 | 0.78 |
| Sortino Ratio ⓘ | 5.64 | 1.18 | 0.83 |