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 ⓘ | 39.98% | 65.48% | 40.20% |
| Price Trend ⓘ | 0.95 | 0.95 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.09% | 26.92% | 44.10% |
| Max Drawdown ⓘ | -6.63% | -13.10% | -26.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.28 | 2.36 | 0.82 |
| Calmar Ratio ⓘ | 6.03 | 5.00 | 1.52 |
| Sortino Ratio ⓘ | 4.80 | 4.58 | 1.14 |