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 ⓘ | 4.59% | 27.78% | 68.32% |
| Price Trend ⓘ | 0.59 | 0.64 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.01% | 24.92% | 32.30% |
| Max Drawdown ⓘ | -14.01% | -20.42% | -20.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 1.04 | 1.99 |
| Calmar Ratio ⓘ | 0.33 | 1.36 | 3.35 |
| Sortino Ratio ⓘ | 0.45 | 1.91 | 3.33 |