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 ⓘ | 14.48% | 63.44% | 82.90% |
| Price Trend ⓘ | 0.82 | 0.94 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.92% | 33.02% | 39.06% |
| Max Drawdown ⓘ | -17.85% | -17.85% | -17.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | 1.87 | 2.02 |
| Calmar Ratio ⓘ | 0.81 | 3.55 | 4.64 |
| Sortino Ratio ⓘ | 0.88 | 3.08 | 3.25 |