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 ⓘ | 36.80% | 43.41% | 21.41% |
| Price Trend ⓘ | 0.88 | 0.83 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.81% | 20.26% | 35.28% |
| Max Drawdown ⓘ | -6.54% | -16.01% | -28.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.80 | 2.05 | 0.49 |
| Calmar Ratio ⓘ | 5.62 | 2.71 | 0.76 |
| Sortino Ratio ⓘ | 4.76 | 3.03 | 0.59 |