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 ⓘ | 40.71% | 47.72% | 111.56% |
| Price Trend ⓘ | 0.85 | 0.72 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.03% | 38.05% | 49.13% |
| Max Drawdown ⓘ | -21.75% | -23.40% | -23.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.42 | 1.20 | 2.19 |
| Calmar Ratio ⓘ | 1.87 | 2.04 | 4.77 |
| Sortino Ratio ⓘ | 2.26 | 2.05 | 3.69 |