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 ⓘ | 53.31% | 50.48% | 68.00% |
| Price Trend ⓘ | 0.82 | 0.77 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.39% | 32.51% | 50.73% |
| Max Drawdown ⓘ | -9.65% | -12.67% | -25.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.15 | 1.49 | 1.26 |
| Calmar Ratio ⓘ | 5.52 | 3.98 | 2.65 |
| Sortino Ratio ⓘ | 3.97 | 2.78 | 2.05 |