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 ⓘ | 61.07% | 105.38% | 256.07% |
| Price Trend ⓘ | 0.75 | 0.94 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.97% | 36.65% | 51.55% |
| Max Drawdown ⓘ | -19.02% | -19.02% | -19.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.15 | 2.82 | 4.88 |
| Calmar Ratio ⓘ | 3.21 | 5.54 | 13.46 |
| Sortino Ratio ⓘ | 2.73 | 4.22 | 7.41 |