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 ⓘ | 41.88% | 22.48% | 23.58% |
| Price Trend ⓘ | 0.98 | 0.67 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.36% | 18.50% | 30.86% |
| Max Drawdown ⓘ | -3.42% | -17.23% | -20.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.66 | 1.11 | 0.63 |
| Calmar Ratio ⓘ | 12.23 | 1.31 | 1.14 |
| Sortino Ratio ⓘ | 7.88 | 2.40 | 1.02 |