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 ⓘ | 14.01% | 38.03% | 74.76% |
| Price Trend ⓘ | 0.55 | 0.93 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.68% | 25.12% | 36.86% |
| Max Drawdown ⓘ | -8.60% | -9.77% | -19.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.78 | 1.44 | 1.92 |
| Calmar Ratio ⓘ | 1.63 | 3.89 | 3.89 |
| Sortino Ratio ⓘ | 1.36 | 2.97 | 3.07 |