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 ⓘ | 42.76% | 53.82% | 64.77% |
| Price Trend ⓘ | 0.94 | 0.95 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.23% | 24.91% | 36.65% |
| Max Drawdown ⓘ | -5.53% | -9.77% | -22.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.17 | 2.08 | 1.65 |
| Calmar Ratio ⓘ | 7.73 | 5.51 | 2.88 |
| Sortino Ratio ⓘ | 6.09 | 3.57 | 2.43 |