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 ⓘ | 42.05% | 49.22% | 109.44% |
| Price Trend ⓘ | 0.78 | 0.88 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.09% | 27.36% | 39.79% |
| Max Drawdown ⓘ | -19.62% | -19.62% | -19.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 1.72 | 2.64 |
| Calmar Ratio ⓘ | 2.14 | 2.51 | 5.58 |
| Sortino Ratio ⓘ | 1.93 | 2.15 | 3.75 |