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 ⓘ | 42.76% | 59.33% | 82.19% |
| Price Trend ⓘ | 0.97 | 0.95 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.38% | 17.79% | 27.30% |
| Max Drawdown ⓘ | -7.33% | -7.33% | -21.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.91 | 3.23 | 2.86 |
| Calmar Ratio ⓘ | 5.84 | 8.10 | 3.88 |
| Sortino Ratio ⓘ | 3.39 | 4.10 | 3.77 |