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 ⓘ | 18.74% | 26.93% | 51.58% |
| Price Trend ⓘ | 0.76 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.75% | 21.68% | 33.34% |
| Max Drawdown ⓘ | -9.28% | -10.19% | -15.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.00 | 1.15 | 1.42 |
| Calmar Ratio ⓘ | 2.02 | 2.64 | 3.30 |
| Sortino Ratio ⓘ | 2.34 | 2.13 | 2.20 |