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 ⓘ | 7.62% | 18.22% | 48.67% |
| Price Trend ⓘ | 0.94 | 0.92 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.64% | 19.38% | 26.27% |
| Max Drawdown ⓘ | -3.14% | -15.79% | -17.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | 0.83 | 1.68 |
| Calmar Ratio ⓘ | 2.43 | 1.15 | 2.84 |
| Sortino Ratio ⓘ | 1.15 | 1.04 | 2.36 |