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 ⓘ | 20.99% | 21.87% | 62.42% |
| Price Trend ⓘ | 0.90 | 0.83 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.87% | 13.80% | 22.47% |
| Max Drawdown ⓘ | -7.22% | -9.44% | -15.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.84 | 1.45 | 2.60 |
| Calmar Ratio ⓘ | 2.91 | 2.32 | 4.12 |
| Sortino Ratio ⓘ | 3.38 | 2.51 | 3.46 |