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 ⓘ | 14.92% | 22.19% | 42.84% |
| Price Trend ⓘ | 0.92 | 0.95 | 0.99 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.60% | 10.15% | 16.67% |
| Max Drawdown ⓘ | -4.23% | -4.23% | -10.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.84 | 2.00 | 2.33 |
| Calmar Ratio ⓘ | 3.53 | 5.25 | 3.94 |
| Sortino Ratio ⓘ | 1.87 | 2.37 | 2.97 |