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 ⓘ | 23.85% | 20.69% | 87.86% |
| Price Trend ⓘ | 0.93 | 0.54 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.99% | 30.42% | 41.31% |
| Max Drawdown ⓘ | -8.20% | -25.15% | -25.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.27 | 0.62 | 2.03 |
| Calmar Ratio ⓘ | 2.91 | 0.82 | 3.49 |
| Sortino Ratio ⓘ | 1.73 | 0.67 | 2.54 |