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 ⓘ | 19.05% | 37.00% | 38.95% |
| Price Trend ⓘ | 0.88 | 0.97 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.82% | 11.32% | 19.32% |
| Max Drawdown ⓘ | -3.98% | -4.65% | -12.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.65 | 3.09 | 1.80 |
| Calmar Ratio ⓘ | 4.78 | 7.95 | 3.06 |
| Sortino Ratio ⓘ | 4.26 | 6.26 | 2.25 |