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 ⓘ | 22.85% | 17.17% | 90.63% |
| Price Trend ⓘ | 0.93 | 0.88 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.10% | 33.34% | 37.94% |
| Max Drawdown ⓘ | -8.69% | -23.49% | -23.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.35 | 0.45 | 2.27 |
| Calmar Ratio ⓘ | 2.63 | 0.73 | 3.85 |
| Sortino Ratio ⓘ | 2.34 | 0.61 | 2.91 |