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 ⓘ | 19.87% | 20.17% | 54.80% |
| Price Trend ⓘ | 0.95 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.64% | 13.97% | 27.42% |
| Max Drawdown ⓘ | -3.25% | -6.56% | -15.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.96 | 1.31 | 1.85 |
| Calmar Ratio ⓘ | 6.11 | 3.08 | 3.47 |
| Sortino Ratio ⓘ | 3.73 | 2.67 | 2.91 |