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 ⓘ | 30.06% | 65.27% | 65.76% |
| Price Trend ⓘ | 0.90 | 0.93 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.20% | 36.09% | 48.24% |
| Max Drawdown ⓘ | -5.81% | -14.59% | -28.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.21 | 1.76 | 1.28 |
| Calmar Ratio ⓘ | 5.17 | 4.47 | 2.34 |
| Sortino Ratio ⓘ | 4.75 | 5.85 | 2.24 |