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 ⓘ | 37.99% | 26.35% | 51.56% |
| Price Trend ⓘ | 0.98 | 0.77 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.87% | 18.37% | 34.01% |
| Max Drawdown ⓘ | -6.31% | -13.57% | -24.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.67 | 1.33 | 1.40 |
| Calmar Ratio ⓘ | 6.02 | 1.94 | 2.10 |
| Sortino Ratio ⓘ | 3.73 | 2.04 | 1.79 |