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 ⓘ | 23.99% | 65.92% | 77.02% |
| Price Trend ⓘ | 0.80 | 0.94 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.03% | 38.85% | 48.40% |
| Max Drawdown ⓘ | -13.69% | -13.69% | -28.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 1.64 | 1.50 |
| Calmar Ratio ⓘ | 1.75 | 4.82 | 2.68 |
| Sortino Ratio ⓘ | 1.92 | 2.63 | 2.41 |