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 ⓘ | 18.51% | 26.66% | 61.70% |
| Price Trend ⓘ | 0.70 | 0.91 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.72% | 21.48% | 26.31% |
| Max Drawdown ⓘ | -9.02% | -10.56% | -10.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 1.16 | 2.20 |
| Calmar Ratio ⓘ | 2.05 | 2.52 | 5.84 |
| Sortino Ratio ⓘ | 1.55 | 1.44 | 2.99 |