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 ⓘ | 28.96% | 29.01% | 77.46% |
| Price Trend ⓘ | 0.92 | 0.80 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.31% | 18.60% | 23.83% |
| Max Drawdown ⓘ | -5.96% | -10.86% | -10.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.96 | 1.46 | 3.08 |
| Calmar Ratio ⓘ | 4.86 | 2.67 | 7.13 |
| Sortino Ratio ⓘ | 3.27 | 2.37 | 4.86 |