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 ⓘ | 18.76% | 36.82% | 58.25% |
| Price Trend ⓘ | 0.93 | 0.97 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.50% | 13.82% | 21.74% |
| Max Drawdown ⓘ | -4.46% | -5.54% | -7.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.70 | 2.53 | 2.50 |
| Calmar Ratio ⓘ | 4.20 | 6.65 | 7.89 |
| Sortino Ratio ⓘ | 2.73 | 4.04 | 3.58 |