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 ⓘ | 27.89% | 40.01% | 60.51% |
| Price Trend ⓘ | 0.98 | 0.93 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.93% | 11.03% | 17.64% |
| Max Drawdown ⓘ | -3.59% | -4.75% | -11.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.40 | 3.45 | 3.20 |
| Calmar Ratio ⓘ | 7.77 | 8.43 | 5.19 |
| Sortino Ratio ⓘ | 6.64 | 5.57 | 4.66 |