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 ⓘ | 48.55% | 77.18% | 157.15% |
| Price Trend ⓘ | 0.90 | 0.86 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.06% | 31.69% | 41.31% |
| Max Drawdown ⓘ | -15.04% | -16.36% | -16.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.98 | 2.37 | 3.71 |
| Calmar Ratio ⓘ | 3.23 | 4.72 | 9.61 |
| Sortino Ratio ⓘ | 2.22 | 2.70 | 4.44 |