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 ⓘ | 12.12% | 35.50% | 61.70% |
| Price Trend ⓘ | 0.72 | 0.90 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.36% | 18.78% | 21.13% |
| Max Drawdown ⓘ | -14.41% | -14.41% | -14.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 1.79 | 2.73 |
| Calmar Ratio ⓘ | 0.84 | 2.46 | 4.28 |
| Sortino Ratio ⓘ | 1.00 | 2.49 | 3.69 |