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 ⓘ | 35.11% | 61.78% | 220.05% |
| Price Trend ⓘ | 0.94 | 0.96 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.73% | 40.13% | 54.71% |
| Max Drawdown ⓘ | -9.24% | -28.00% | -38.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 1.49 | 3.94 |
| Calmar Ratio ⓘ | 3.80 | 2.21 | 5.75 |
| Sortino Ratio ⓘ | 3.42 | 2.13 | 4.78 |