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 ⓘ | 14.48% | 24.76% | 57.84% |
| Price Trend ⓘ | 0.93 | 0.94 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.30% | 16.64% | 27.25% |
| Max Drawdown ⓘ | -4.36% | -7.25% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 1.37 | 1.97 |
| Calmar Ratio ⓘ | 3.32 | 3.42 | 3.58 |
| Sortino Ratio ⓘ | 1.65 | 2.15 | 2.26 |