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 ⓘ | 32.92% | 42.26% | 128.53% |
| Price Trend ⓘ | 0.81 | 0.59 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.65% | 37.67% | 47.71% |
| Max Drawdown ⓘ | -20.55% | -28.42% | -28.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 1.07 | 2.61 |
| Calmar Ratio ⓘ | 1.60 | 1.49 | 4.52 |
| Sortino Ratio ⓘ | 1.91 | 1.78 | 4.39 |