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 ⓘ | 20.90% | 55.02% | 78.07% |
| Price Trend ⓘ | 0.80 | 0.96 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.76% | 22.46% | 32.39% |
| Max Drawdown ⓘ | -10.19% | -10.19% | -32.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.06 | 2.36 | 2.28 |
| Calmar Ratio ⓘ | 2.05 | 5.40 | 2.38 |
| Sortino Ratio ⓘ | 1.77 | 3.89 | 3.33 |