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 ⓘ | 31.86% | 35.17% | 45.40% |
| Price Trend ⓘ | 0.94 | 0.92 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.99% | 14.93% | 26.27% |
| Max Drawdown ⓘ | -3.73% | -6.49% | -15.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.10 | 2.23 | 1.57 |
| Calmar Ratio ⓘ | 8.55 | 5.42 | 2.93 |
| Sortino Ratio ⓘ | 7.42 | 4.48 | 2.18 |