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 ⓘ | 11.44% | 18.95% | 65.87% |
| Price Trend ⓘ | 0.92 | 0.81 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.11% | 10.05% | 20.46% |
| Max Drawdown ⓘ | -6.79% | -6.79% | -15.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.47 | 1.69 | 3.02 |
| Calmar Ratio ⓘ | 1.68 | 2.79 | 4.13 |
| Sortino Ratio ⓘ | 2.59 | 3.00 | 3.88 |