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 ⓘ | 27.69% | 47.25% | 113.96% |
| Price Trend ⓘ | 0.75 | 0.84 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.88% | 25.33% | 36.30% |
| Max Drawdown ⓘ | -11.49% | -11.49% | -13.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.42 | 1.79 | 3.03 |
| Calmar Ratio ⓘ | 2.41 | 4.11 | 8.17 |
| Sortino Ratio ⓘ | 1.87 | 2.50 | 4.48 |