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 ⓘ | 24.49% | 32.62% | 35.01% |
| Price Trend ⓘ | 0.82 | 0.83 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.18% | 13.77% | 23.50% |
| Max Drawdown ⓘ | -6.26% | -8.16% | -16.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.56 | 2.23 | 1.32 |
| Calmar Ratio ⓘ | 3.91 | 4.00 | 2.11 |
| Sortino Ratio ⓘ | 4.13 | 4.09 | 1.97 |