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 ⓘ | 20.38% | 44.13% | 42.02% |
| Price Trend ⓘ | 0.92 | 0.98 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.11% | 15.64% | 27.44% |
| Max Drawdown ⓘ | -4.87% | -4.87% | -26.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.60 | 2.70 | 1.38 |
| Calmar Ratio ⓘ | 4.18 | 9.06 | 1.60 |
| Sortino Ratio ⓘ | 3.26 | 5.58 | 2.09 |