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 ⓘ | 47.23% | 36.47% | 117.15% |
| Price Trend ⓘ | 0.91 | 0.57 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.72% | 25.66% | 38.64% |
| Max Drawdown ⓘ | -9.87% | -17.01% | -17.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.13 | 1.34 | 2.92 |
| Calmar Ratio ⓘ | 4.79 | 2.14 | 6.89 |
| Sortino Ratio ⓘ | 3.84 | 2.38 | 5.57 |