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 ⓘ | 36.16% | 82.58% | 74.90% |
| Price Trend ⓘ | 0.90 | 0.98 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.10% | 19.51% | 31.77% |
| Max Drawdown ⓘ | -7.84% | -7.84% | -29.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.50 | 4.13 | 2.23 |
| Calmar Ratio ⓘ | 4.61 | 10.53 | 2.55 |
| Sortino Ratio ⓘ | 4.71 | 8.93 | 3.38 |