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 ⓘ | 41.71% | 58.84% | 125.90% |
| Price Trend ⓘ | 0.91 | 0.87 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.77% | 27.87% | 42.55% |
| Max Drawdown ⓘ | -10.16% | -14.13% | -19.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.17 | 2.04 | 2.86 |
| Calmar Ratio ⓘ | 4.10 | 4.16 | 6.31 |
| Sortino Ratio ⓘ | 2.70 | 2.78 | 3.92 |