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 ⓘ | 22.20% | 69.57% | 75.56% |
| Price Trend ⓘ | 0.69 | 0.96 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.90% | 23.15% | 34.99% |
| Max Drawdown ⓘ | -13.28% | -13.28% | -27.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 2.92 | 2.04 |
| Calmar Ratio ⓘ | 1.67 | 5.24 | 2.74 |
| Sortino Ratio ⓘ | 1.52 | 4.20 | 2.65 |