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 ⓘ | 34.87% | 75.50% | 122.99% |
| Price Trend ⓘ | 0.91 | 0.96 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.39% | 24.56% | 33.41% |
| Max Drawdown ⓘ | -10.19% | -10.19% | -21.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.95 | 3.00 | 3.56 |
| Calmar Ratio ⓘ | 3.42 | 7.41 | 5.64 |
| Sortino Ratio ⓘ | 3.08 | 5.28 | 5.48 |