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 ⓘ | 25.70% | 35.29% | 57.42% |
| Price Trend ⓘ | 0.82 | 0.92 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.66% | 15.62% | 20.65% |
| Max Drawdown ⓘ | -10.62% | -10.62% | -10.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.81 | 2.13 | 2.58 |
| Calmar Ratio ⓘ | 2.42 | 3.32 | 5.41 |
| Sortino Ratio ⓘ | 2.12 | 2.73 | 3.59 |