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 ⓘ | 10.40% | 29.83% | 55.46% |
| Price Trend ⓘ | 0.87 | 0.93 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.80% | 17.76% | 20.91% |
| Max Drawdown ⓘ | -3.85% | -15.95% | -15.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 1.56 | 2.43 |
| Calmar Ratio ⓘ | 2.70 | 1.87 | 3.48 |
| Sortino Ratio ⓘ | 1.95 | 1.89 | 3.15 |