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 ⓘ | 18.16% | 41.93% | 79.94% |
| Price Trend ⓘ | 0.76 | 0.89 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.52% | 21.05% | 25.02% |
| Max Drawdown ⓘ | -14.15% | -14.15% | -14.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 1.90 | 3.04 |
| Calmar Ratio ⓘ | 1.28 | 2.96 | 5.65 |
| Sortino Ratio ⓘ | 1.41 | 2.77 | 4.27 |