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 ⓘ | 35.52% | 64.20% | 58.84% |
| Price Trend ⓘ | 0.96 | 0.96 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.15% | 19.11% | 31.52% |
| Max Drawdown ⓘ | -5.86% | -7.04% | -30.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.28 | 3.26 | 1.74 |
| Calmar Ratio ⓘ | 6.07 | 9.12 | 1.93 |
| Sortino Ratio ⓘ | 4.66 | 6.39 | 2.58 |