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 ⓘ | 48.54% | 39.66% | 53.09% |
| Price Trend ⓘ | 0.95 | 0.86 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.00% | 19.86% | 38.31% |
| Max Drawdown ⓘ | -4.36% | -11.51% | -29.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.40 | 1.90 | 1.28 |
| Calmar Ratio ⓘ | 11.14 | 3.45 | 1.81 |
| Sortino Ratio ⓘ | 7.51 | 3.25 | 1.85 |