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 ⓘ | 41.71% | 81.89% | 242.59% |
| Price Trend ⓘ | 0.83 | 0.91 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.51% | 37.54% | 48.32% |
| Max Drawdown ⓘ | -17.91% | -18.51% | -18.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.48 | 2.13 | 4.94 |
| Calmar Ratio ⓘ | 2.33 | 4.42 | 13.10 |
| Sortino Ratio ⓘ | 1.61 | 2.40 | 5.95 |