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 ⓘ | 37.48% | 54.42% | 76.98% |
| Price Trend ⓘ | 0.87 | 0.91 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.20% | 31.68% | 46.38% |
| Max Drawdown ⓘ | -9.77% | -18.65% | -34.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.72 | 1.66 | 1.57 |
| Calmar Ratio ⓘ | 3.84 | 2.92 | 2.20 |
| Sortino Ratio ⓘ | 3.29 | 2.09 | 2.11 |