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 ⓘ | 15.17% | 21.11% | 42.12% |
| Price Trend ⓘ | 0.87 | 0.91 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.66% | 13.70% | 21.71% |
| Max Drawdown ⓘ | -4.76% | -5.51% | -9.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.47 | 1.40 | 1.75 |
| Calmar Ratio ⓘ | 3.19 | 3.83 | 4.65 |
| Sortino Ratio ⓘ | 2.45 | 2.36 | 2.57 |