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 ⓘ | 9.80% | 17.43% | 48.76% |
| Price Trend ⓘ | 0.08 | 0.86 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.81% | 15.59% | 22.01% |
| Max Drawdown ⓘ | -10.52% | -10.52% | -10.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.90 | 0.99 | 2.03 |
| Calmar Ratio ⓘ | 0.93 | 1.66 | 4.63 |
| Sortino Ratio ⓘ | 1.06 | 1.32 | 2.60 |