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 ⓘ | 36.54% | 63.10% | 123.49% |
| Price Trend ⓘ | 0.47 | 0.89 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.65% | 29.00% | 41.66% |
| Max Drawdown ⓘ | -21.61% | -21.61% | -21.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.44 | 2.10 | 2.86 |
| Calmar Ratio ⓘ | 1.69 | 2.92 | 5.71 |
| Sortino Ratio ⓘ | 1.78 | 2.81 | 3.96 |