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 ⓘ | 43.37% | 43.02% | 47.32% |
| Price Trend ⓘ | 0.98 | 0.76 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.43% | 17.21% | 26.84% |
| Max Drawdown ⓘ | -5.23% | -13.92% | -15.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.94 | 2.39 | 1.61 |
| Calmar Ratio ⓘ | 8.30 | 3.09 | 3.04 |
| Sortino Ratio ⓘ | 4.09 | 3.52 | 1.82 |