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 ⓘ | 116.08% | 76.07% | 91.74% |
| Price Trend ⓘ | 0.82 | 0.63 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.24% | 37.89% | 50.63% |
| Max Drawdown ⓘ | -6.46% | -27.31% | -37.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.68 | 1.95 | 1.73 |
| Calmar Ratio ⓘ | 17.96 | 2.79 | 2.47 |
| Sortino Ratio ⓘ | 14.83 | 4.57 | 3.47 |