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 ⓘ | 43.83% | 33.67% | 33.07% |
| Price Trend ⓘ | 0.93 | 0.84 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.24% | 31.73% | 58.24% |
| Max Drawdown ⓘ | -8.47% | -18.48% | -36.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.93 | 1.00 | 0.50 |
| Calmar Ratio ⓘ | 5.17 | 1.82 | 0.90 |
| Sortino Ratio ⓘ | 3.68 | 1.82 | 0.74 |