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 ⓘ | 18.99% | 45.33% | 114.75% |
| Price Trend ⓘ | 0.41 | 0.93 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.95% | 22.08% | 36.94% |
| Max Drawdown ⓘ | -11.88% | -11.88% | -24.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.00 | 1.96 | 2.99 |
| Calmar Ratio ⓘ | 1.60 | 3.81 | 4.67 |
| Sortino Ratio ⓘ | 1.38 | 2.90 | 3.91 |