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 ⓘ | 43.02% | 39.29% | 77.45% |
| Price Trend ⓘ | 0.89 | 0.55 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.24% | 22.06% | 26.84% |
| Max Drawdown ⓘ | -3.66% | -12.88% | -12.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.30 | 1.69 | 2.73 |
| Calmar Ratio ⓘ | 11.76 | 3.05 | 6.01 |
| Sortino Ratio ⓘ | 5.97 | 2.87 | 4.01 |