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 ⓘ | 8.75% | 29.30% | 57.04% |
| Price Trend ⓘ | 0.60 | 0.59 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.51% | 23.50% | 29.16% |
| Max Drawdown ⓘ | -18.35% | -19.48% | -19.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | 1.17 | 1.82 |
| Calmar Ratio ⓘ | 0.48 | 1.50 | 2.93 |
| Sortino Ratio ⓘ | 0.90 | 1.98 | 3.15 |