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 ⓘ | 24.47% | 54.24% | 43.79% |
| Price Trend ⓘ | 0.53 | 0.92 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.55% | 35.04% | 41.69% |
| Max Drawdown ⓘ | -18.11% | -18.11% | -24.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | 1.50 | 0.96 |
| Calmar Ratio ⓘ | 1.35 | 2.99 | 1.76 |
| Sortino Ratio ⓘ | 1.31 | 2.42 | 1.47 |