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 ⓘ | 38.69% | 56.02% | 145.13% |
| Price Trend ⓘ | 0.89 | 0.84 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.44% | 31.56% | 40.29% |
| Max Drawdown ⓘ | -12.96% | -12.97% | -16.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | 1.72 | 3.50 |
| Calmar Ratio ⓘ | 2.99 | 4.32 | 8.57 |
| Sortino Ratio ⓘ | 2.42 | 2.51 | 5.72 |