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 ⓘ | 39.47% | 48.77% | 43.06% |
| Price Trend ⓘ | 0.83 | 0.88 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.41% | 27.40% | 39.47% |
| Max Drawdown ⓘ | -14.10% | -14.66% | -27.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.80 | 1.71 | 0.98 |
| Calmar Ratio ⓘ | 2.80 | 3.33 | 1.59 |
| Sortino Ratio ⓘ | 3.26 | 3.02 | 1.51 |