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 ⓘ | 20.68% | 34.67% | 69.24% |
| Price Trend ⓘ | 0.77 | 0.89 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.71% | 26.45% | 34.32% |
| Max Drawdown ⓘ | -6.70% | -15.14% | -15.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 1.23 | 1.89 |
| Calmar Ratio ⓘ | 3.09 | 2.29 | 4.57 |
| Sortino Ratio ⓘ | 1.85 | 1.59 | 2.60 |