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 ⓘ | 42.26% | 71.33% | 66.17% |
| Price Trend ⓘ | 0.95 | 0.94 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.98% | 27.00% | 53.27% |
| Max Drawdown ⓘ | -6.99% | -12.06% | -37.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.07 | 2.57 | 1.17 |
| Calmar Ratio ⓘ | 6.05 | 5.92 | 1.77 |
| Sortino Ratio ⓘ | 4.83 | 4.92 | 1.54 |