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 ⓘ | 21.05% | 34.13% | 55.86% |
| Price Trend ⓘ | 0.96 | 0.96 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.64% | 15.59% | 31.24% |
| Max Drawdown ⓘ | -4.00% | -6.89% | -22.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.08 | 2.07 | 1.66 |
| Calmar Ratio ⓘ | 5.27 | 4.96 | 2.47 |
| Sortino Ratio ⓘ | 4.06 | 4.12 | 2.10 |