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 ⓘ | 22.00% | 47.86% | 54.23% |
| Price Trend ⓘ | 0.66 | 0.92 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.20% | 23.02% | 41.77% |
| Max Drawdown ⓘ | -9.84% | -9.84% | -36.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.15 | 1.99 | 1.20 |
| Calmar Ratio ⓘ | 2.23 | 4.86 | 1.47 |
| Sortino Ratio ⓘ | 2.08 | 3.69 | 1.71 |