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 ⓘ | 48.35% | 92.30% | 101.97% |
| Price Trend ⓘ | 0.93 | 0.93 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.62% | 27.67% | 41.39% |
| Max Drawdown ⓘ | -11.00% | -11.00% | -20.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.30 | 3.27 | 2.37 |
| Calmar Ratio ⓘ | 4.40 | 8.39 | 5.03 |
| Sortino Ratio ⓘ | 3.99 | 5.80 | 3.61 |