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 ⓘ | 94.04% | 147.16% | 143.16% |
| Price Trend ⓘ | 0.88 | 0.95 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.02% | 41.85% | 52.86% |
| Max Drawdown ⓘ | -6.88% | -6.88% | -33.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.45 | 3.47 | 2.63 |
| Calmar Ratio ⓘ | 13.66 | 21.38 | 4.23 |
| Sortino Ratio ⓘ | 8.78 | 10.93 | 5.38 |