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 ⓘ | 31.81% | 36.78% | 92.81% |
| Price Trend ⓘ | 0.24 | 0.86 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.17% | 32.21% | 48.98% |
| Max Drawdown ⓘ | -19.23% | -19.23% | -32.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.13 | 1.08 | 1.81 |
| Calmar Ratio ⓘ | 1.65 | 1.91 | 2.84 |
| Sortino Ratio ⓘ | 2.25 | 2.17 | 2.88 |