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 ⓘ | 78.49% | 115.94% | 421.81% |
| Price Trend ⓘ | 0.86 | 0.65 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.95% | 53.63% | 71.99% |
| Max Drawdown ⓘ | -26.81% | -40.17% | -40.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.99 | 2.13 | 5.80 |
| Calmar Ratio ⓘ | 2.93 | 2.89 | 10.50 |
| Sortino Ratio ⓘ | 2.93 | 2.82 | 8.86 |