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 ⓘ | 13.71% | 21.66% | 50.50% |
| Price Trend ⓘ | 0.96 | 0.94 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.31% | 7.94% | 16.23% |
| Max Drawdown ⓘ | -4.89% | -4.89% | -14.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.40 | 2.48 | 2.86 |
| Calmar Ratio ⓘ | 2.81 | 4.43 | 3.43 |
| Sortino Ratio ⓘ | 4.01 | 4.24 | 3.48 |