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 ⓘ | 31.45% | 48.20% | 107.38% |
| Price Trend ⓘ | 0.82 | 0.86 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.79% | 26.00% | 34.93% |
| Max Drawdown ⓘ | -12.42% | -19.73% | -19.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.62 | 1.78 | 2.96 |
| Calmar Ratio ⓘ | 2.53 | 2.44 | 5.44 |
| Sortino Ratio ⓘ | 2.13 | 2.38 | 4.08 |