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 ⓘ | 38.20% | 32.70% | 78.09% |
| Price Trend ⓘ | 0.71 | 0.86 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.45% | 22.02% | 27.16% |
| Max Drawdown ⓘ | -7.41% | -8.47% | -12.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.13 | 1.39 | 2.72 |
| Calmar Ratio ⓘ | 5.15 | 3.86 | 6.06 |
| Sortino Ratio ⓘ | 6.47 | 2.35 | 4.05 |