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 ⓘ | 21.87% | 39.27% | 73.46% |
| Price Trend ⓘ | 0.91 | 0.94 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.93% | 21.41% | 37.19% |
| Max Drawdown ⓘ | -9.32% | -11.80% | -26.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.40 | 1.74 | 1.87 |
| Calmar Ratio ⓘ | 2.35 | 3.33 | 2.80 |
| Sortino Ratio ⓘ | 1.92 | 2.36 | 2.53 |