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 ⓘ | 11.42% | 35.31% | 52.47% |
| Price Trend ⓘ | 0.85 | 0.97 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.63% | 14.41% | 17.31% |
| Max Drawdown ⓘ | -5.64% | -5.64% | -6.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.91 | 2.32 | 2.80 |
| Calmar Ratio ⓘ | 2.02 | 6.26 | 8.33 |
| Sortino Ratio ⓘ | 1.72 | 3.64 | 4.50 |