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 ⓘ | 14.73% | 37.88% | 56.29% |
| Price Trend ⓘ | 0.88 | 0.96 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.92% | 17.14% | 20.98% |
| Max Drawdown ⓘ | -3.98% | -12.19% | -12.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.72 | 2.09 | 2.47 |
| Calmar Ratio ⓘ | 3.71 | 3.11 | 4.62 |
| Sortino Ratio ⓘ | 2.35 | 2.48 | 3.05 |