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 ⓘ | 19.68% | 24.57% | 68.71% |
| Price Trend ⓘ | 0.92 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.85% | 18.20% | 29.60% |
| Max Drawdown ⓘ | -5.45% | -7.43% | -19.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.46 | 1.24 | 2.18 |
| Calmar Ratio ⓘ | 3.61 | 3.31 | 3.52 |
| Sortino Ratio ⓘ | 3.05 | 2.39 | 3.43 |