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 ⓘ | 21.30% | 38.35% | 61.16% |
| Price Trend ⓘ | 0.88 | 0.75 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.96% | 17.88% | 24.69% |
| Max Drawdown ⓘ | -9.11% | -11.80% | -11.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.57 | 2.04 | 2.32 |
| Calmar Ratio ⓘ | 2.34 | 3.25 | 5.19 |
| Sortino Ratio ⓘ | 2.79 | 2.80 | 2.89 |