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 ⓘ | 19.57% | 46.35% | 90.40% |
| Price Trend ⓘ | 0.82 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.31% | 30.63% | 41.02% |
| Max Drawdown ⓘ | -16.36% | -16.36% | -16.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 1.45 | 2.10 |
| Calmar Ratio ⓘ | 1.20 | 2.83 | 5.53 |
| Sortino Ratio ⓘ | 0.83 | 1.87 | 3.21 |