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 ⓘ | 31.27% | 114.92% | 233.68% |
| Price Trend ⓘ | 0.87 | 0.94 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.97% | 31.73% | 44.08% |
| Max Drawdown ⓘ | -18.51% | -18.51% | -18.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 3.56 | 5.21 |
| Calmar Ratio ⓘ | 1.69 | 6.21 | 12.62 |
| Sortino Ratio ⓘ | 1.33 | 4.39 | 6.60 |