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 ⓘ | 18.27% | 18.19% | 71.09% |
| Price Trend ⓘ | 0.73 | -0.04 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.16% | 28.43% | 46.77% |
| Max Drawdown ⓘ | -14.06% | -25.66% | -25.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.86 | 0.58 | 1.44 |
| Calmar Ratio ⓘ | 1.30 | 0.71 | 2.77 |
| Sortino Ratio ⓘ | 1.47 | 0.87 | 2.66 |