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 ⓘ | 17.16% | 69.52% | 132.99% |
| Price Trend ⓘ | 0.83 | 0.97 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.95% | 20.89% | 31.11% |
| Max Drawdown ⓘ | -8.89% | -8.89% | -13.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | 3.24 | 4.15 |
| Calmar Ratio ⓘ | 1.93 | 7.82 | 10.23 |
| Sortino Ratio ⓘ | 1.64 | 4.88 | 7.22 |