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 ⓘ | 24.09% | 56.50% | 88.22% |
| Price Trend ⓘ | 0.90 | 0.98 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.48% | 19.13% | 36.01% |
| Max Drawdown ⓘ | -9.38% | -9.38% | -24.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.40 | 2.85 | 2.33 |
| Calmar Ratio ⓘ | 2.57 | 6.02 | 3.59 |
| Sortino Ratio ⓘ | 2.18 | 4.44 | 3.04 |