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 ⓘ | 90.86% | 108.26% | 135.45% |
| Price Trend ⓘ | 0.92 | 0.82 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.69% | 36.52% | 68.24% |
| Max Drawdown ⓘ | -11.71% | -18.01% | -37.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.50 | 2.91 | 1.93 |
| Calmar Ratio ⓘ | 7.76 | 6.01 | 3.57 |
| Sortino Ratio ⓘ | 6.83 | 4.58 | 2.80 |