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 ⓘ | 38.47% | 52.48% | 106.96% |
| Price Trend ⓘ | 0.76 | 0.93 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.30% | 28.79% | 44.12% |
| Max Drawdown ⓘ | -11.04% | -13.77% | -25.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.85 | 1.75 | 2.33 |
| Calmar Ratio ⓘ | 3.49 | 3.81 | 4.16 |
| Sortino Ratio ⓘ | 3.52 | 2.38 | 3.35 |