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 ⓘ | 47.11% | 86.19% | 184.01% |
| Price Trend ⓘ | 0.90 | 0.92 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.48% | 33.60% | 42.71% |
| Max Drawdown ⓘ | -17.58% | -19.14% | -19.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.81 | 2.51 | 4.21 |
| Calmar Ratio ⓘ | 2.68 | 4.50 | 9.61 |
| Sortino Ratio ⓘ | 1.83 | 2.75 | 5.03 |