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 ⓘ | 40.93% | 40.52% | 117.72% |
| Price Trend ⓘ | 0.88 | 0.82 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.83% | 24.74% | 36.85% |
| Max Drawdown ⓘ | -9.29% | -11.42% | -11.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.02 | 1.56 | 3.09 |
| Calmar Ratio ⓘ | 4.41 | 3.55 | 10.31 |
| Sortino Ratio ⓘ | 4.98 | 2.82 | 6.36 |