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 ⓘ | 20.88% | 24.52% | 49.64% |
| Price Trend ⓘ | 0.98 | 0.94 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.92% | 8.06% | 16.40% |
| Max Drawdown ⓘ | -1.80% | -4.89% | -14.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.37 | 2.80 | 2.78 |
| Calmar Ratio ⓘ | 11.57 | 5.02 | 3.37 |
| Sortino Ratio ⓘ | 5.13 | 4.44 | 3.40 |