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 ⓘ | 46.77% | 39.31% | 22.79% |
| Price Trend ⓘ | 0.84 | 0.75 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.73% | 23.03% | 37.98% |
| Max Drawdown ⓘ | -6.77% | -13.21% | -26.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.58 | 1.62 | 0.49 |
| Calmar Ratio ⓘ | 6.91 | 2.98 | 0.86 |
| Sortino Ratio ⓘ | 5.33 | 2.98 | 0.68 |