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 ⓘ | 21.55% | 37.15% | 57.12% |
| Price Trend ⓘ | 0.86 | 0.95 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.36% | 15.78% | 23.02% |
| Max Drawdown ⓘ | -8.15% | -8.15% | -14.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.81 | 2.23 | 2.31 |
| Calmar Ratio ⓘ | 2.64 | 4.56 | 3.98 |
| Sortino Ratio ⓘ | 2.43 | 3.15 | 3.27 |