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 ⓘ | 38.47% | 44.33% | 82.02% |
| Price Trend ⓘ | 0.82 | 0.85 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.96% | 27.36% | 33.93% |
| Max Drawdown ⓘ | -7.16% | -15.71% | -15.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 1.54 | 2.28 |
| Calmar Ratio ⓘ | 5.37 | 2.82 | 5.22 |
| Sortino Ratio ⓘ | 5.51 | 2.48 | 3.39 |