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 ⓘ | 29.21% | 37.02% | 124.70% |
| Price Trend ⓘ | 0.95 | 0.95 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.42% | 17.39% | 46.98% |
| Max Drawdown ⓘ | -5.77% | -7.62% | -29.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.47 | 2.02 | 2.57 |
| Calmar Ratio ⓘ | 5.06 | 4.86 | 4.20 |
| Sortino Ratio ⓘ | 5.05 | 3.39 | 3.79 |