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 ⓘ | 35.91% | 87.82% | 170.88% |
| Price Trend ⓘ | 0.60 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.23% | 32.47% | 45.11% |
| Max Drawdown ⓘ | -18.52% | -18.52% | -18.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.33 | 2.64 | 3.69 |
| Calmar Ratio ⓘ | 1.94 | 4.74 | 9.23 |
| Sortino Ratio ⓘ | 1.54 | 3.28 | 4.85 |