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 ⓘ | 27.50% | 60.02% | 68.04% |
| Price Trend ⓘ | 0.99 | 0.97 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.20% | 25.76% | 35.30% |
| Max Drawdown ⓘ | -2.89% | -15.13% | -24.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.59 | 2.25 | 1.80 |
| Calmar Ratio ⓘ | 9.51 | 3.97 | 2.77 |
| Sortino Ratio ⓘ | 5.28 | 3.40 | 2.24 |