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 ⓘ | 9.83% | 40.39% | 65.11% |
| Price Trend ⓘ | 0.93 | 0.97 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.34% | 19.15% | 23.21% |
| Max Drawdown ⓘ | -5.39% | -10.54% | -10.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.85 | 2.00 | 2.61 |
| Calmar Ratio ⓘ | 1.82 | 3.83 | 5.96 |
| Sortino Ratio ⓘ | 1.21 | 2.69 | 3.60 |