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 ⓘ | 34.21% | 64.14% | 49.82% |
| Price Trend ⓘ | 0.73 | 0.42 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.42% | 37.59% | 44.93% |
| Max Drawdown ⓘ | -19.93% | -24.64% | -24.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.06 | 1.66 | 1.02 |
| Calmar Ratio ⓘ | 1.72 | 2.60 | 2.02 |
| Sortino Ratio ⓘ | 3.00 | 4.41 | 2.26 |