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 ⓘ | 12.40% | 24.44% | 60.72% |
| Price Trend ⓘ | 0.77 | 0.92 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.45% | 22.52% | 32.79% |
| Max Drawdown ⓘ | -7.79% | -10.22% | -15.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.92 | 1.00 | 1.73 |
| Calmar Ratio ⓘ | 1.59 | 2.39 | 3.89 |
| Sortino Ratio ⓘ | 2.08 | 1.94 | 2.98 |