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 ⓘ | 54.88% | 46.73% | 67.55% |
| Price Trend ⓘ | 0.85 | 0.66 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.32% | 30.51% | 48.85% |
| Max Drawdown ⓘ | -8.71% | -15.60% | -29.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.42 | 1.47 | 1.30 |
| Calmar Ratio ⓘ | 6.30 | 3.00 | 2.26 |
| Sortino Ratio ⓘ | 4.92 | 2.61 | 2.03 |