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 ⓘ | 14.14% | 27.62% | 78.23% |
| Price Trend ⓘ | 0.54 | 0.90 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.09% | 13.89% | 25.96% |
| Max Drawdown ⓘ | -8.04% | -8.04% | -11.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 1.85 | 2.85 |
| Calmar Ratio ⓘ | 1.76 | 3.44 | 6.94 |
| Sortino Ratio ⓘ | 1.77 | 2.86 | 4.29 |