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 ⓘ | 46.22% | 31.08% | 96.42% |
| Price Trend ⓘ | 0.93 | 0.38 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.84% | 24.41% | 42.59% |
| Max Drawdown ⓘ | -8.87% | -27.42% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.54 | 1.19 | 2.17 |
| Calmar Ratio ⓘ | 5.21 | 1.13 | 3.52 |
| Sortino Ratio ⓘ | 5.57 | 1.87 | 3.12 |