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 ⓘ | 14.03% | 25.39% | 54.80% |
| Price Trend ⓘ | 0.84 | 0.34 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.80% | 20.90% | 25.28% |
| Max Drawdown ⓘ | -13.03% | -18.83% | -18.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 1.13 | 2.01 |
| Calmar Ratio ⓘ | 1.08 | 1.35 | 2.91 |
| Sortino Ratio ⓘ | 1.04 | 1.55 | 2.82 |