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 ⓘ | 36.09% | 52.74% | 27.70% |
| Price Trend ⓘ | 0.97 | 0.96 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.29% | 15.41% | 27.56% |
| Max Drawdown ⓘ | -4.14% | -4.14% | -30.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.11 | 3.29 | 0.85 |
| Calmar Ratio ⓘ | 8.71 | 12.73 | 0.92 |
| Sortino Ratio ⓘ | 6.46 | 6.50 | 1.23 |