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 ⓘ | 7.71% | 27.93% | 63.72% |
| Price Trend ⓘ | 0.70 | 0.32 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.85% | 22.01% | 27.25% |
| Max Drawdown ⓘ | -15.36% | -19.42% | -19.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | 1.19 | 2.19 |
| Calmar Ratio ⓘ | 0.50 | 1.44 | 3.28 |
| Sortino Ratio ⓘ | 0.52 | 1.68 | 3.31 |