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 ⓘ | 21.49% | 32.82% | 68.88% |
| Price Trend ⓘ | 0.94 | 0.90 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.90% | 16.78% | 31.38% |
| Max Drawdown ⓘ | -7.78% | -7.78% | -30.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.59 | 1.84 | 2.06 |
| Calmar Ratio ⓘ | 2.76 | 4.22 | 2.23 |
| Sortino Ratio ⓘ | 3.06 | 3.62 | 2.82 |