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 ⓘ | 22.15% | 21.22% | 57.93% |
| Price Trend ⓘ | 0.92 | 0.82 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.44% | 13.19% | 21.01% |
| Max Drawdown ⓘ | -6.18% | -8.42% | -13.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.03 | 1.46 | 2.56 |
| Calmar Ratio ⓘ | 3.58 | 2.52 | 4.43 |
| Sortino Ratio ⓘ | 3.81 | 2.49 | 3.54 |