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 ⓘ | 29.92% | 24.24% | 42.43% |
| Price Trend ⓘ | 0.98 | 0.74 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.87% | 16.46% | 22.56% |
| Max Drawdown ⓘ | -4.46% | -10.38% | -10.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.44 | 1.35 | 1.69 |
| Calmar Ratio ⓘ | 6.70 | 2.34 | 4.09 |
| Sortino Ratio ⓘ | 4.42 | 1.91 | 2.46 |