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 ⓘ | 35.18% | 32.23% | 90.22% |
| Price Trend ⓘ | 0.92 | 0.87 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.66% | 23.85% | 37.49% |
| Max Drawdown ⓘ | -8.02% | -12.43% | -14.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.94 | 1.27 | 2.30 |
| Calmar Ratio ⓘ | 4.39 | 2.59 | 6.33 |
| Sortino Ratio ⓘ | 4.61 | 2.28 | 4.38 |