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 ⓘ | 47.64% | 65.58% | 117.10% |
| Price Trend ⓘ | 0.86 | 0.91 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.18% | 21.64% | 38.01% |
| Max Drawdown ⓘ | -6.90% | -6.90% | -23.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.72 | 2.94 | 2.97 |
| Calmar Ratio ⓘ | 6.91 | 9.51 | 5.00 |
| Sortino Ratio ⓘ | 6.20 | 6.77 | 3.70 |