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 ⓘ | 27.34% | 27.23% | 51.57% |
| Price Trend ⓘ | 0.96 | 0.81 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.58% | 14.89% | 21.40% |
| Max Drawdown ⓘ | -4.63% | -7.97% | -10.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.49 | 1.69 | 2.21 |
| Calmar Ratio ⓘ | 5.91 | 3.42 | 4.83 |
| Sortino Ratio ⓘ | 3.63 | 2.63 | 3.01 |