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 ⓘ | 21.37% | 25.14% | 58.35% |
| Price Trend ⓘ | 0.97 | 0.95 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.68% | 7.39% | 14.43% |
| Max Drawdown ⓘ | -1.60% | -4.19% | -11.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.60 | 3.14 | 3.76 |
| Calmar Ratio ⓘ | 13.33 | 6.01 | 4.92 |
| Sortino Ratio ⓘ | 6.05 | 5.74 | 4.49 |