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 ⓘ | 15.98% | 33.71% | 58.11% |
| Price Trend ⓘ | 0.63 | 0.93 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.93% | 19.53% | 37.84% |
| Max Drawdown ⓘ | -11.80% | -11.80% | -32.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 1.62 | 1.43 |
| Calmar Ratio ⓘ | 1.35 | 2.86 | 1.78 |
| Sortino Ratio ⓘ | 1.43 | 2.15 | 1.81 |