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 ⓘ | 46.11% | 48.94% | 29.37% |
| Price Trend ⓘ | 0.96 | 0.88 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.71% | 23.05% | 37.88% |
| Max Drawdown ⓘ | -6.76% | -13.20% | -24.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.55 | 2.04 | 0.67 |
| Calmar Ratio ⓘ | 6.82 | 3.71 | 1.19 |
| Sortino Ratio ⓘ | 5.60 | 3.89 | 0.94 |