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 ⓘ | 16.34% | 42.46% | 42.76% |
| Price Trend ⓘ | 0.79 | 0.94 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.58% | 18.58% | 37.98% |
| Max Drawdown ⓘ | -11.80% | -11.80% | -32.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 2.18 | 1.01 |
| Calmar Ratio ⓘ | 1.38 | 3.60 | 1.31 |
| Sortino Ratio ⓘ | 1.32 | 2.96 | 1.35 |