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 ⓘ | 17.82% | 55.66% | 63.20% |
| Price Trend ⓘ | 0.72 | 0.94 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.70% | 22.80% | 33.08% |
| Max Drawdown ⓘ | -12.43% | -12.43% | -17.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 2.36 | 1.79 |
| Calmar Ratio ⓘ | 1.43 | 4.48 | 3.65 |
| Sortino Ratio ⓘ | 1.32 | 3.52 | 2.99 |