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 ⓘ | 45.58% | 55.23% | 62.95% |
| Price Trend ⓘ | 0.94 | 0.89 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.27% | 34.84% | 41.04% |
| Max Drawdown ⓘ | -6.54% | -34.87% | -40.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.74 | 1.52 | 1.42 |
| Calmar Ratio ⓘ | 6.97 | 1.58 | 1.57 |
| Sortino Ratio ⓘ | 5.85 | 1.90 | 1.80 |