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 ⓘ | 15.77% | 20.97% | 47.93% |
| Price Trend ⓘ | 0.72 | 0.36 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.71% | 18.53% | 24.21% |
| Max Drawdown ⓘ | -16.97% | -18.17% | -18.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 1.03 | 1.82 |
| Calmar Ratio ⓘ | 0.93 | 1.15 | 2.64 |
| Sortino Ratio ⓘ | 1.74 | 1.59 | 2.62 |