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 ⓘ | 45.96% | 69.71% | 54.74% |
| Price Trend ⓘ | 0.94 | 0.95 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.31% | 16.64% | 32.18% |
| Max Drawdown ⓘ | -3.99% | -9.07% | -24.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.98 | 4.07 | 1.57 |
| Calmar Ratio ⓘ | 11.51 | 7.69 | 2.26 |
| Sortino Ratio ⓘ | 9.06 | 6.25 | 2.06 |