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 ⓘ | 7.43% | 21.07% | 65.04% |
| Price Trend ⓘ | 0.83 | 0.95 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.85% | 10.52% | 20.18% |
| Max Drawdown ⓘ | -6.00% | -6.00% | -12.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | 1.81 | 3.01 |
| Calmar Ratio ⓘ | 1.24 | 3.51 | 5.33 |
| Sortino Ratio ⓘ | 1.76 | 2.80 | 3.89 |