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 ⓘ | 24.62% | 61.79% | 133.96% |
| Price Trend ⓘ | 0.85 | 0.91 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.07% | 37.21% | 45.17% |
| Max Drawdown ⓘ | -13.07% | -22.41% | -22.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 1.61 | 2.88 |
| Calmar Ratio ⓘ | 1.88 | 2.76 | 5.98 |
| Sortino Ratio ⓘ | 1.62 | 2.11 | 3.71 |