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 ⓘ | 25.81% | 41.81% | 65.69% |
| Price Trend ⓘ | 0.93 | 0.93 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.72% | 14.05% | 21.65% |
| Max Drawdown ⓘ | -4.96% | -6.08% | -12.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.12 | 2.84 | 2.85 |
| Calmar Ratio ⓘ | 5.20 | 6.88 | 5.22 |
| Sortino Ratio ⓘ | 2.66 | 3.75 | 3.90 |