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 ⓘ | 21.51% | 48.72% | 65.89% |
| Price Trend ⓘ | 0.94 | 0.97 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.01% | 23.07% | 33.64% |
| Max Drawdown ⓘ | -10.73% | -10.73% | -27.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | 2.03 | 1.84 |
| Calmar Ratio ⓘ | 2.00 | 4.54 | 2.40 |
| Sortino Ratio ⓘ | 1.27 | 2.72 | 2.54 |