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 ⓘ | 32.66% | 58.56% | 101.07% |
| Price Trend ⓘ | 0.94 | 0.89 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.76% | 24.62% | 38.58% |
| Max Drawdown ⓘ | -10.51% | -10.51% | -27.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.89 | 2.30 | 2.51 |
| Calmar Ratio ⓘ | 3.11 | 5.57 | 3.72 |
| Sortino Ratio ⓘ | 3.15 | 4.02 | 3.96 |