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 ⓘ | 10.69% | 19.51% | 51.13% |
| Price Trend ⓘ | 0.33 | 0.85 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.58% | 13.31% | 21.57% |
| Max Drawdown ⓘ | -11.28% | -11.28% | -12.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | 1.32 | 2.18 |
| Calmar Ratio ⓘ | 0.95 | 1.73 | 3.94 |
| Sortino Ratio ⓘ | 1.43 | 2.04 | 3.22 |