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 ⓘ | 57.08% | 53.88% | 37.32% |
| Price Trend ⓘ | 0.93 | 0.86 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.61% | 26.58% | 42.87% |
| Max Drawdown ⓘ | -7.13% | -13.15% | -25.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.84 | 1.95 | 0.78 |
| Calmar Ratio ⓘ | 8.00 | 4.10 | 1.49 |
| Sortino Ratio ⓘ | 9.03 | 3.70 | 1.28 |