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 ⓘ | 26.62% | 31.62% | 47.28% |
| Price Trend ⓘ | 0.94 | 0.91 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.28% | 16.47% | 31.79% |
| Max Drawdown ⓘ | -4.74% | -6.89% | -26.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.09 | 1.80 | 1.36 |
| Calmar Ratio ⓘ | 5.62 | 4.59 | 1.77 |
| Sortino Ratio ⓘ | 4.76 | 3.30 | 1.73 |