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 ⓘ | 40.53% | 98.99% | 66.42% |
| Price Trend ⓘ | 0.84 | 0.82 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.74% | 30.55% | 38.43% |
| Max Drawdown ⓘ | -15.21% | -17.71% | -29.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.60 | 3.18 | 1.63 |
| Calmar Ratio ⓘ | 2.66 | 5.59 | 2.25 |
| Sortino Ratio ⓘ | 4.58 | 9.07 | 2.54 |