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 ⓘ | 18.94% | 19.77% | 64.87% |
| Price Trend ⓘ | 0.77 | 0.59 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.95% | 25.29% | 33.82% |
| Max Drawdown ⓘ | -15.54% | -15.54% | -20.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 0.71 | 1.80 |
| Calmar Ratio ⓘ | 1.22 | 1.27 | 3.21 |
| Sortino Ratio ⓘ | 1.51 | 1.18 | 2.91 |