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 ⓘ | 59.20% | 72.16% | 130.69% |
| Price Trend ⓘ | 0.97 | 0.88 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.88% | 26.00% | 45.31% |
| Max Drawdown ⓘ | -6.80% | -14.66% | -32.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.08 | 2.70 | 2.79 |
| Calmar Ratio ⓘ | 8.70 | 4.92 | 3.97 |
| Sortino Ratio ⓘ | 7.28 | 5.90 | 4.35 |