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 ⓘ | 52.05% | 40.79% | 100.36% |
| Price Trend ⓘ | 0.87 | 0.88 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.29% | 25.79% | 38.63% |
| Max Drawdown ⓘ | -6.56% | -13.59% | -17.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.40 | 1.51 | 2.49 |
| Calmar Ratio ⓘ | 7.94 | 3.00 | 5.90 |
| Sortino Ratio ⓘ | 4.77 | 2.63 | 4.73 |