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 ⓘ | 37.65% | 66.45% | 130.24% |
| Price Trend ⓘ | 0.87 | 0.84 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.06% | 24.65% | 30.37% |
| Max Drawdown ⓘ | -14.93% | -14.93% | -14.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.93 | 2.62 | 4.16 |
| Calmar Ratio ⓘ | 2.52 | 4.45 | 8.72 |
| Sortino Ratio ⓘ | 3.24 | 4.02 | 6.11 |