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 ⓘ | 9.51% | 15.59% | 40.76% |
| Price Trend ⓘ | 0.86 | 0.91 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.50% | 7.53% | 15.41% |
| Max Drawdown ⓘ | -5.30% | -5.30% | -12.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.56 | 1.81 | 2.38 |
| Calmar Ratio ⓘ | 1.79 | 2.94 | 3.23 |
| Sortino Ratio ⓘ | 3.31 | 3.43 | 2.84 |