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 ⓘ | 33.24% | 65.77% | 141.17% |
| Price Trend ⓘ | 0.83 | 0.45 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.15% | 39.98% | 61.74% |
| Max Drawdown ⓘ | -14.04% | -26.23% | -27.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.28 | 1.60 | 2.22 |
| Calmar Ratio ⓘ | 2.37 | 2.51 | 5.07 |
| Sortino Ratio ⓘ | 2.43 | 3.02 | 3.78 |