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 ⓘ | 32.90% | 31.06% | 48.91% |
| Price Trend ⓘ | 0.83 | 0.91 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.84% | 29.41% | 40.38% |
| Max Drawdown ⓘ | -12.33% | -26.00% | -37.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.53 | 0.98 | 1.10 |
| Calmar Ratio ⓘ | 2.67 | 1.19 | 1.29 |
| Sortino Ratio ⓘ | 3.26 | 1.80 | 1.75 |