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 ⓘ | 13.77% | 21.97% | 43.52% |
| Price Trend ⓘ | 0.69 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.97% | 9.63% | 16.94% |
| Max Drawdown ⓘ | -4.75% | -4.75% | -13.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.84 | 2.07 | 2.32 |
| Calmar Ratio ⓘ | 2.90 | 4.63 | 3.31 |
| Sortino Ratio ⓘ | 2.75 | 3.25 | 3.18 |