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 ⓘ | 77.69% | 102.34% | 110.58% |
| Price Trend ⓘ | 0.90 | 0.93 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.61% | 37.88% | 43.67% |
| Max Drawdown ⓘ | -16.48% | -16.48% | -20.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.22 | 2.65 | 2.44 |
| Calmar Ratio ⓘ | 4.71 | 6.21 | 5.42 |
| Sortino Ratio ⓘ | 3.53 | 4.10 | 3.65 |