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 ⓘ | 26.18% | 75.32% | 93.63% |
| Price Trend ⓘ | 0.58 | 0.76 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.67% | 37.31% | 49.74% |
| Max Drawdown ⓘ | -16.53% | -23.78% | -25.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 1.97 | 1.80 |
| Calmar Ratio ⓘ | 1.58 | 3.17 | 3.74 |
| Sortino Ratio ⓘ | 1.95 | 3.53 | 2.98 |