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 ⓘ | 34.15% | 66.22% | 111.85% |
| Price Trend ⓘ | 0.81 | 0.93 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.53% | 30.96% | 43.20% |
| Max Drawdown ⓘ | -6.18% | -13.54% | -15.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.69 | 2.07 | 2.48 |
| Calmar Ratio ⓘ | 5.52 | 4.89 | 7.09 |
| Sortino Ratio ⓘ | 2.71 | 2.85 | 3.57 |