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 ⓘ | 56.94% | 50.43% | 115.10% |
| Price Trend ⓘ | 0.81 | 0.38 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.00% | 37.63% | 48.14% |
| Max Drawdown ⓘ | -26.82% | -33.49% | -36.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.93 | 1.29 | 2.31 |
| Calmar Ratio ⓘ | 2.12 | 1.51 | 3.11 |
| Sortino Ratio ⓘ | 3.67 | 2.10 | 3.42 |