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 ⓘ | 27.42% | 44.22% | 30.95% |
| Price Trend ⓘ | 0.85 | 0.88 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.21% | 20.03% | 25.89% |
| Max Drawdown ⓘ | -7.09% | -7.60% | -18.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.74 | 2.12 | 1.04 |
| Calmar Ratio ⓘ | 3.87 | 5.82 | 1.70 |
| Sortino Ratio ⓘ | 4.60 | 3.48 | 1.42 |