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 ⓘ | 39.95% | 74.47% | 106.37% |
| Price Trend ⓘ | 0.80 | 0.93 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.90% | 31.84% | 34.59% |
| Max Drawdown ⓘ | -22.63% | -22.63% | -22.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.35 | 2.28 | 2.96 |
| Calmar Ratio ⓘ | 1.77 | 3.29 | 4.70 |
| Sortino Ratio ⓘ | 1.14 | 2.03 | 2.94 |