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 ⓘ | 23.69% | 35.87% | 52.18% |
| Price Trend ⓘ | 0.89 | 0.93 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.96% | 12.88% | 21.58% |
| Max Drawdown ⓘ | -7.49% | -7.49% | -12.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.54 | 2.63 | 2.22 |
| Calmar Ratio ⓘ | 3.16 | 4.79 | 4.02 |
| Sortino Ratio ⓘ | 4.11 | 4.46 | 3.35 |