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 ⓘ | 26.46% | 27.56% | 82.61% |
| Price Trend ⓘ | 0.95 | 0.88 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.86% | 25.16% | 31.67% |
| Max Drawdown ⓘ | -6.89% | -24.20% | -25.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.83 | 1.01 | 2.46 |
| Calmar Ratio ⓘ | 3.84 | 1.14 | 3.24 |
| Sortino Ratio ⓘ | 3.73 | 1.82 | 4.40 |