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 ⓘ | 88.85% | 138.24% | 125.28% |
| Price Trend ⓘ | 0.94 | 0.90 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.47% | 37.17% | 63.46% |
| Max Drawdown ⓘ | -20.50% | -20.50% | -40.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.79 | 3.66 | 1.91 |
| Calmar Ratio ⓘ | 4.33 | 6.74 | 3.07 |
| Sortino Ratio ⓘ | 4.32 | 5.86 | 2.55 |