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 ⓘ | 12.60% | 48.04% | 102.68% |
| Price Trend ⓘ | 0.81 | 0.83 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.03% | 26.27% | 31.83% |
| Max Drawdown ⓘ | -14.78% | -15.23% | -15.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.62 | 1.76 | 3.10 |
| Calmar Ratio ⓘ | 0.85 | 3.16 | 6.74 |
| Sortino Ratio ⓘ | 1.12 | 2.40 | 4.60 |