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 ⓘ | 38.56% | 28.15% | 75.29% |
| Price Trend ⓘ | 0.89 | 0.39 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.80% | 31.48% | 44.58% |
| Max Drawdown ⓘ | -13.49% | -27.69% | -27.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.65 | 0.84 | 1.60 |
| Calmar Ratio ⓘ | 2.86 | 1.02 | 2.72 |
| Sortino Ratio ⓘ | 2.69 | 1.37 | 2.28 |