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 ⓘ | 22.95% | 47.37% | 75.91% |
| Price Trend ⓘ | 0.90 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.78% | 18.29% | 23.04% |
| Max Drawdown ⓘ | -10.08% | -10.08% | -10.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | 2.48 | 3.12 |
| Calmar Ratio ⓘ | 2.28 | 4.70 | 7.53 |
| Sortino Ratio ⓘ | 1.25 | 2.25 | 3.44 |