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 ⓘ | 29.30% | 46.65% | 86.86% |
| Price Trend ⓘ | 0.93 | 0.95 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.87% | 20.16% | 27.98% |
| Max Drawdown ⓘ | -10.66% | -10.66% | -16.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.91 | 2.22 | 2.96 |
| Calmar Ratio ⓘ | 2.75 | 4.38 | 5.15 |
| Sortino Ratio ⓘ | 2.01 | 2.79 | 3.90 |