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 ⓘ | 14.95% | 58.73% | 150.16% |
| Price Trend ⓘ | 0.82 | 0.93 | 0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.34% | 26.68% | 33.50% |
| Max Drawdown ⓘ | -13.12% | -13.88% | -13.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.69 | 2.13 | 4.36 |
| Calmar Ratio ⓘ | 1.14 | 4.23 | 10.82 |
| Sortino Ratio ⓘ | 1.44 | 3.97 | 7.99 |