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 ⓘ | 24.66% | 47.18% | 107.88% |
| Price Trend ⓘ | 0.51 | 0.92 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.09% | 26.54% | 37.35% |
| Max Drawdown ⓘ | -16.36% | -16.36% | -16.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.12 | 1.70 | 2.77 |
| Calmar Ratio ⓘ | 1.51 | 2.88 | 6.59 |
| Sortino Ratio ⓘ | 1.27 | 2.14 | 3.57 |