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 ⓘ | 14.44% | 30.78% | 62.88% |
| Price Trend ⓘ | 0.53 | 0.69 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.60% | 16.04% | 22.79% |
| Max Drawdown ⓘ | -9.36% | -10.86% | -12.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 1.80 | 2.58 |
| Calmar Ratio ⓘ | 1.54 | 2.84 | 4.97 |
| Sortino Ratio ⓘ | 1.72 | 2.92 | 4.10 |