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 ⓘ | 84.12% | 131.21% | 82.28% |
| Price Trend ⓘ | 0.90 | 0.87 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.44% | 36.38% | 54.31% |
| Max Drawdown ⓘ | -11.92% | -11.92% | -42.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.83 | 3.55 | 1.44 |
| Calmar Ratio ⓘ | 7.06 | 11.01 | 1.93 |
| Sortino Ratio ⓘ | 6.21 | 7.06 | 2.32 |