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 ⓘ | 13.01% | 26.57% | 104.40% |
| Price Trend ⓘ | 0.28 | 0.49 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.89% | 15.24% | 24.36% |
| Max Drawdown ⓘ | -11.70% | -15.06% | -15.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 1.61 | 4.12 |
| Calmar Ratio ⓘ | 1.11 | 1.76 | 6.93 |
| Sortino Ratio ⓘ | 2.16 | 2.70 | 6.18 |