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 ⓘ | 51.10% | 40.19% | 176.54% |
| Price Trend ⓘ | 0.87 | 0.73 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.51% | 35.97% | 52.77% |
| Max Drawdown ⓘ | -15.05% | -15.43% | -20.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.82 | 1.06 | 3.27 |
| Calmar Ratio ⓘ | 3.40 | 2.60 | 8.41 |
| Sortino Ratio ⓘ | 2.79 | 1.78 | 5.10 |