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 ⓘ | 15.21% | 24.98% | 60.23% |
| Price Trend ⓘ | 0.91 | 0.94 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.78% | 12.15% | 22.11% |
| Max Drawdown ⓘ | -5.01% | -5.60% | -11.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.62 | 1.89 | 2.54 |
| Calmar Ratio ⓘ | 3.03 | 4.46 | 5.27 |
| Sortino Ratio ⓘ | 3.30 | 3.52 | 3.61 |