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 ⓘ | 15.64% | 74.26% | 79.97% |
| Price Trend ⓘ | 0.78 | 0.91 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.99% | 23.13% | 29.82% |
| Max Drawdown ⓘ | -15.73% | -15.73% | -15.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.82 | 3.13 | 2.55 |
| Calmar Ratio ⓘ | 0.99 | 4.72 | 5.08 |
| Sortino Ratio ⓘ | 1.52 | 5.82 | 4.30 |