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 ⓘ | 35.59% | 33.99% | 96.04% |
| Price Trend ⓘ | 0.85 | 0.72 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.46% | 29.55% | 38.06% |
| Max Drawdown ⓘ | -12.98% | -12.98% | -17.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.31 | 1.09 | 2.42 |
| Calmar Ratio ⓘ | 2.74 | 2.62 | 5.37 |
| Sortino Ratio ⓘ | 3.37 | 2.27 | 4.52 |