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 ⓘ | 25.22% | 25.09% | 51.64% |
| Price Trend ⓘ | 0.82 | 0.48 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.66% | 18.30% | 22.56% |
| Max Drawdown ⓘ | -11.41% | -16.47% | -16.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.66 | 1.27 | 2.11 |
| Calmar Ratio ⓘ | 2.21 | 1.52 | 3.14 |
| Sortino Ratio ⓘ | 2.93 | 2.01 | 3.10 |