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 ⓘ | 50.95% | 85.56% | 93.13% |
| Price Trend ⓘ | 0.90 | 0.97 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.62% | 19.85% | 32.74% |
| Max Drawdown ⓘ | -6.95% | -7.78% | -29.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.01 | 4.21 | 2.71 |
| Calmar Ratio ⓘ | 7.33 | 11.00 | 3.17 |
| Sortino Ratio ⓘ | 8.13 | 9.48 | 4.29 |