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 ⓘ | 20.03% | 30.69% | 59.93% |
| Price Trend ⓘ | 0.91 | 0.97 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.19% | 12.45% | 20.64% |
| Max Drawdown ⓘ | -4.96% | -6.08% | -12.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.07 | 2.31 | 2.70 |
| Calmar Ratio ⓘ | 4.04 | 5.05 | 4.77 |
| Sortino Ratio ⓘ | 2.46 | 3.23 | 3.68 |