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 ⓘ | 19.53% | 39.55% | 50.65% |
| Price Trend ⓘ | 0.92 | 0.96 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.31% | 10.73% | 18.99% |
| Max Drawdown ⓘ | -4.60% | -4.60% | -12.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.24 | 3.50 | 2.45 |
| Calmar Ratio ⓘ | 4.24 | 8.59 | 3.98 |
| Sortino Ratio ⓘ | 4.15 | 6.19 | 3.07 |