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 ⓘ | 67.52% | 113.85% | 190.39% |
| Price Trend ⓘ | 0.94 | 0.96 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.99% | 24.51% | 47.25% |
| Max Drawdown ⓘ | -4.06% | -7.96% | -27.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 4.76 | 4.57 | 3.94 |
| Calmar Ratio ⓘ | 16.63 | 14.30 | 6.84 |
| Sortino Ratio ⓘ | 14.50 | 10.10 | 4.96 |