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 ⓘ | 63.92% | 99.22% | 87.01% |
| Price Trend ⓘ | 0.82 | 0.94 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.03% | 38.52% | 55.51% |
| Max Drawdown ⓘ | -14.15% | -14.15% | -36.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.33 | 2.53 | 1.49 |
| Calmar Ratio ⓘ | 4.52 | 7.01 | 2.41 |
| Sortino Ratio ⓘ | 4.29 | 4.91 | 2.49 |