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 ⓘ | 63.36% | 21.57% | 26.95% |
| Price Trend ⓘ | 0.81 | -0.01 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.40% | 29.64% | 36.61% |
| Max Drawdown ⓘ | -13.39% | -29.52% | -36.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.79 | 0.67 | 0.63 |
| Calmar Ratio ⓘ | 4.73 | 0.73 | 0.75 |
| Sortino Ratio ⓘ | 3.94 | 0.90 | 0.80 |