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 ⓘ | 29.87% | 50.33% | 82.79% |
| Price Trend ⓘ | 0.82 | 0.89 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.95% | 26.41% | 42.90% |
| Max Drawdown ⓘ | -13.77% | -13.77% | -25.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.38 | 1.83 | 1.83 |
| Calmar Ratio ⓘ | 2.17 | 3.65 | 3.22 |
| Sortino Ratio ⓘ | 2.10 | 2.28 | 2.57 |