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 ⓘ | 17.22% | 34.59% | 103.97% |
| Price Trend ⓘ | 0.79 | 0.85 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.42% | 25.55% | 42.48% |
| Max Drawdown ⓘ | -12.97% | -16.93% | -26.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.88 | 1.28 | 2.35 |
| Calmar Ratio ⓘ | 1.33 | 2.04 | 3.98 |
| Sortino Ratio ⓘ | 1.11 | 1.92 | 3.57 |