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 ⓘ | 28.17% | 66.39% | 106.15% |
| Price Trend ⓘ | 0.83 | 0.91 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.15% | 30.02% | 35.98% |
| Max Drawdown ⓘ | -9.59% | -11.49% | -11.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 2.15 | 2.84 |
| Calmar Ratio ⓘ | 2.94 | 5.78 | 9.10 |
| Sortino Ratio ⓘ | 2.22 | 3.40 | 4.43 |