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 ⓘ | 28.22% | 67.47% | 74.46% |
| Price Trend ⓘ | 0.69 | 0.94 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.70% | 26.31% | 40.90% |
| Max Drawdown ⓘ | -11.00% | -11.00% | -23.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.38 | 2.49 | 1.72 |
| Calmar Ratio ⓘ | 2.57 | 6.13 | 3.19 |
| Sortino Ratio ⓘ | 2.41 | 4.51 | 2.59 |