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 ⓘ | 15.66% | 15.80% | 40.13% |
| Price Trend ⓘ | 0.54 | 0.89 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.09% | 17.44% | 29.04% |
| Max Drawdown ⓘ | -8.19% | -8.19% | -23.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.12 | 0.80 | 1.24 |
| Calmar Ratio ⓘ | 1.91 | 1.93 | 1.71 |
| Sortino Ratio ⓘ | 1.33 | 0.98 | 1.38 |