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 ⓘ | 20.16% | 48.11% | 70.07% |
| Price Trend ⓘ | 0.77 | 0.79 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.02% | 24.42% | 34.58% |
| Max Drawdown ⓘ | -18.64% | -20.33% | -20.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.07 | 1.90 | 1.91 |
| Calmar Ratio ⓘ | 1.08 | 2.37 | 3.45 |
| Sortino Ratio ⓘ | 2.00 | 3.53 | 3.67 |