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 ⓘ | 18.66% | 22.13% | 47.44% |
| Price Trend ⓘ | 0.47 | 0.86 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.50% | 27.29% | 35.62% |
| Max Drawdown ⓘ | -6.02% | -15.16% | -16.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.82 | 0.73 | 1.20 |
| Calmar Ratio ⓘ | 3.10 | 1.46 | 2.89 |
| Sortino Ratio ⓘ | 3.26 | 1.98 | 2.53 |