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 ⓘ | 39.40% | 98.67% | 144.16% |
| Price Trend ⓘ | 0.95 | 0.96 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.03% | 29.13% | 38.15% |
| Max Drawdown ⓘ | -12.18% | -12.18% | -14.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.75 | 3.32 | 3.68 |
| Calmar Ratio ⓘ | 3.23 | 8.10 | 10.20 |
| Sortino Ratio ⓘ | 2.60 | 4.53 | 4.96 |