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 ⓘ | 70.36% | 112.50% | 167.30% |
| Price Trend ⓘ | 0.97 | 0.92 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.73% | 21.59% | 29.71% |
| Max Drawdown ⓘ | -6.36% | -12.16% | -15.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 4.41 | 5.12 | 5.49 |
| Calmar Ratio ⓘ | 11.06 | 9.25 | 10.83 |
| Sortino Ratio ⓘ | 10.94 | 10.07 | 10.30 |