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 ⓘ | 61.01% | 97.88% | 148.29% |
| Price Trend ⓘ | 0.96 | 0.95 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.17% | 28.04% | 39.16% |
| Max Drawdown ⓘ | -13.71% | -13.71% | -27.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.71 | 3.42 | 3.68 |
| Calmar Ratio ⓘ | 4.45 | 7.14 | 5.32 |
| Sortino Ratio ⓘ | 3.21 | 4.39 | 5.06 |