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 ⓘ | 16.23% | 20.46% | 73.22% |
| Price Trend ⓘ | 0.88 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.29% | 18.52% | 33.96% |
| Max Drawdown ⓘ | -6.19% | -10.94% | -19.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 0.99 | 2.03 |
| Calmar Ratio ⓘ | 2.62 | 1.87 | 3.77 |
| Sortino Ratio ⓘ | 2.66 | 1.39 | 2.68 |