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 ⓘ | 50.53% | 107.87% | 181.74% |
| Price Trend ⓘ | 0.80 | 0.95 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.18% | 33.79% | 50.27% |
| Max Drawdown ⓘ | -16.10% | -16.10% | -33.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.89 | 3.13 | 3.53 |
| Calmar Ratio ⓘ | 3.14 | 6.70 | 5.44 |
| Sortino Ratio ⓘ | 3.84 | 4.93 | 5.23 |