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 ⓘ | 26.88% | 34.95% | 130.08% |
| Price Trend ⓘ | 0.83 | 0.49 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.05% | 21.21% | 28.43% |
| Max Drawdown ⓘ | -13.20% | -20.75% | -20.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.52 | 1.56 | 4.44 |
| Calmar Ratio ⓘ | 2.04 | 1.68 | 6.27 |
| Sortino Ratio ⓘ | 3.53 | 3.31 | 9.42 |