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 ⓘ | 24.53% | 32.77% | 71.07% |
| Price Trend ⓘ | 0.74 | 0.92 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.51% | 16.00% | 27.34% |
| Max Drawdown ⓘ | -5.99% | -7.25% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.89 | 1.92 | 2.45 |
| Calmar Ratio ⓘ | 4.10 | 4.52 | 4.40 |
| Sortino Ratio ⓘ | 3.42 | 3.16 | 2.83 |