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 ⓘ | 30.80% | 30.69% | 54.60% |
| Price Trend ⓘ | 0.97 | 0.86 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.37% | 13.76% | 21.50% |
| Max Drawdown ⓘ | -2.86% | -8.00% | -9.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.19 | 2.09 | 2.35 |
| Calmar Ratio ⓘ | 10.78 | 3.84 | 5.49 |
| Sortino Ratio ⓘ | 5.54 | 3.03 | 3.21 |