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 ⓘ | 36.61% | 59.08% | 39.44% |
| Price Trend ⓘ | 0.88 | 0.96 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.97% | 24.85% | 41.05% |
| Max Drawdown ⓘ | -8.10% | -11.54% | -25.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.23 | 2.30 | 0.86 |
| Calmar Ratio ⓘ | 4.52 | 5.12 | 1.56 |
| Sortino Ratio ⓘ | 3.57 | 3.82 | 1.38 |