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 ⓘ | 21.36% | 62.43% | 68.18% |
| Price Trend ⓘ | 0.75 | 0.96 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.08% | 18.03% | 27.30% |
| Max Drawdown ⓘ | -7.76% | -7.76% | -16.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.57 | 3.36 | 2.35 |
| Calmar Ratio ⓘ | 2.75 | 8.04 | 4.18 |
| Sortino Ratio ⓘ | 2.58 | 5.58 | 3.69 |