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 ⓘ | 21.70% | 21.00% | 54.03% |
| Price Trend ⓘ | 0.69 | 0.38 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.34% | 25.46% | 30.88% |
| Max Drawdown ⓘ | -14.18% | -16.44% | -16.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 0.75 | 1.62 |
| Calmar Ratio ⓘ | 1.53 | 1.28 | 3.29 |
| Sortino Ratio ⓘ | 3.12 | 0.89 | 1.90 |