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 ⓘ | 13.34% | 70.20% | 112.02% |
| Price Trend ⓘ | 0.63 | 0.88 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.82% | 23.13% | 32.94% |
| Max Drawdown ⓘ | -18.98% | -19.73% | -22.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | 2.95 | 3.27 |
| Calmar Ratio ⓘ | 0.70 | 3.56 | 4.99 |
| Sortino Ratio ⓘ | 0.97 | 4.59 | 4.78 |