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 ⓘ | 8.23% | 29.57% | 46.10% |
| Price Trend ⓘ | 0.82 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.32% | 15.47% | 26.97% |
| Max Drawdown ⓘ | -7.25% | -7.25% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 1.78 | 1.55 |
| Calmar Ratio ⓘ | 1.14 | 4.08 | 2.85 |
| Sortino Ratio ⓘ | 1.06 | 3.16 | 1.84 |