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 ⓘ | 21.69% | 25.52% | 53.73% |
| Price Trend ⓘ | 0.83 | 0.90 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.62% | 13.63% | 19.55% |
| Max Drawdown ⓘ | -10.07% | -10.07% | -10.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 1.72 | 2.53 |
| Calmar Ratio ⓘ | 2.15 | 2.53 | 5.34 |
| Sortino Ratio ⓘ | 1.96 | 2.14 | 3.56 |