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 ⓘ | 22.57% | 84.57% | 59.87% |
| Price Trend ⓘ | 0.78 | 0.71 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.07% | 32.60% | 42.78% |
| Max Drawdown ⓘ | -22.28% | -25.19% | -34.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | 2.54 | 1.31 |
| Calmar Ratio ⓘ | 1.01 | 3.36 | 1.74 |
| Sortino Ratio ⓘ | 2.06 | 6.10 | 2.40 |