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 ⓘ | 27.57% | 59.94% | 58.01% |
| Price Trend ⓘ | 0.92 | 0.93 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.57% | 29.80% | 47.81% |
| Max Drawdown ⓘ | -14.06% | -14.06% | -33.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.04 | 1.95 | 1.13 |
| Calmar Ratio ⓘ | 1.96 | 4.26 | 1.72 |
| Sortino Ratio ⓘ | 2.01 | 3.87 | 1.95 |