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 ⓘ | 12.65% | 24.51% | 59.51% |
| Price Trend ⓘ | 0.91 | 0.95 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.78% | 8.20% | 16.66% |
| Max Drawdown ⓘ | -3.75% | -3.83% | -14.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.02 | 2.75 | 3.32 |
| Calmar Ratio ⓘ | 3.37 | 6.40 | 4.20 |
| Sortino Ratio ⓘ | 3.28 | 4.29 | 3.97 |