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 ⓘ | 22.97% | 48.29% | 27.44% |
| Price Trend ⓘ | 0.95 | 0.96 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.68% | 15.58% | 25.76% |
| Max Drawdown ⓘ | -2.25% | -5.42% | -19.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.06 | 2.97 | 0.90 |
| Calmar Ratio ⓘ | 10.22 | 8.91 | 1.42 |
| Sortino Ratio ⓘ | 6.38 | 7.63 | 1.35 |