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 ⓘ | 114.12% | 109.10% | 55.38% |
| Price Trend ⓘ | 0.91 | 0.84 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.50% | 48.63% | 66.62% |
| Max Drawdown ⓘ | -22.67% | -22.67% | -37.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.02 | 2.20 | 0.77 |
| Calmar Ratio ⓘ | 5.03 | 4.81 | 1.46 |
| Sortino Ratio ⓘ | 5.90 | 4.13 | 1.34 |