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 ⓘ | 26.62% | 36.46% | 59.70% |
| Price Trend ⓘ | 0.93 | 0.89 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.90% | 16.32% | 26.85% |
| Max Drawdown ⓘ | -6.28% | -14.17% | -14.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.15 | 2.11 | 2.07 |
| Calmar Ratio ⓘ | 4.24 | 2.57 | 4.21 |
| Sortino Ratio ⓘ | 2.83 | 2.62 | 2.67 |