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 ⓘ | 7.81% | 54.88% | 79.95% |
| Price Trend ⓘ | 0.82 | 0.92 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.14% | 23.75% | 29.61% |
| Max Drawdown ⓘ | -7.41% | -7.41% | -12.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.45 | 2.23 | 2.56 |
| Calmar Ratio ⓘ | 1.05 | 7.41 | 6.21 |
| Sortino Ratio ⓘ | 0.72 | 4.38 | 3.95 |