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 ⓘ | 16.20% | 48.85% | 48.50% |
| Price Trend ⓘ | 0.70 | 0.75 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.04% | 20.76% | 27.25% |
| Max Drawdown ⓘ | -17.79% | -19.21% | -19.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.90 | 2.26 | 1.64 |
| Calmar Ratio ⓘ | 0.91 | 2.54 | 2.53 |
| Sortino Ratio ⓘ | 1.51 | 3.37 | 2.47 |