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 ⓘ | 27.04% | 19.56% | 91.35% |
| Price Trend ⓘ | 0.94 | 0.89 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.89% | 31.36% | 37.76% |
| Max Drawdown ⓘ | -6.89% | -32.26% | -34.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.74 | 0.56 | 2.30 |
| Calmar Ratio ⓘ | 3.93 | 0.61 | 2.66 |
| Sortino Ratio ⓘ | 2.96 | 0.83 | 3.32 |