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 ⓘ | 68.05% | 55.13% | 89.37% |
| Price Trend ⓘ | 0.97 | 0.83 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.58% | 33.61% | 50.66% |
| Max Drawdown ⓘ | -9.07% | -24.26% | -32.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.26 | 1.58 | 1.68 |
| Calmar Ratio ⓘ | 7.50 | 2.27 | 2.77 |
| Sortino Ratio ⓘ | 4.20 | 1.64 | 1.99 |