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 ⓘ | 21.47% | 87.95% | 106.14% |
| Price Trend ⓘ | 0.83 | 0.94 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.16% | 28.88% | 36.79% |
| Max Drawdown ⓘ | -19.75% | -19.75% | -19.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 2.98 | 2.78 |
| Calmar Ratio ⓘ | 1.09 | 4.45 | 5.37 |
| Sortino Ratio ⓘ | 1.50 | 4.87 | 4.89 |