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 ⓘ | 24.80% | 73.41% | 113.44% |
| Price Trend ⓘ | 0.53 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.05% | 29.88% | 40.15% |
| Max Drawdown ⓘ | -19.99% | -19.99% | -19.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 2.39 | 2.72 |
| Calmar Ratio ⓘ | 1.24 | 3.67 | 5.67 |
| Sortino Ratio ⓘ | 1.14 | 2.86 | 3.57 |