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 ⓘ | 16.05% | 24.72% | 72.02% |
| Price Trend ⓘ | 0.70 | 0.70 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.17% | 19.70% | 31.46% |
| Max Drawdown ⓘ | -10.70% | -10.70% | -21.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 1.16 | 2.16 |
| Calmar Ratio ⓘ | 1.50 | 2.31 | 3.37 |
| Sortino Ratio ⓘ | 1.22 | 1.65 | 2.74 |