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 ⓘ | 36.31% | 115.60% | 309.04% |
| Price Trend ⓘ | 0.89 | 0.96 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.14% | 35.73% | 51.38% |
| Max Drawdown ⓘ | -19.02% | -19.02% | -19.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.26 | 3.18 | 5.93 |
| Calmar Ratio ⓘ | 1.91 | 6.08 | 16.25 |
| Sortino Ratio ⓘ | 1.66 | 4.57 | 8.64 |