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 ⓘ | 15.91% | 34.45% | 44.11% |
| Price Trend ⓘ | 0.49 | 0.90 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.31% | 21.21% | 27.53% |
| Max Drawdown ⓘ | -15.14% | -15.14% | -15.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.92 | 1.54 | 1.46 |
| Calmar Ratio ⓘ | 1.05 | 2.28 | 2.91 |
| Sortino Ratio ⓘ | 1.15 | 2.20 | 2.15 |