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 ⓘ | 73.15% | 104.51% | 180.71% |
| Price Trend ⓘ | 0.86 | 0.91 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.57% | 41.68% | 55.46% |
| Max Drawdown ⓘ | -20.49% | -21.00% | -21.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.15 | 2.46 | 3.18 |
| Calmar Ratio ⓘ | 3.57 | 4.98 | 8.60 |
| Sortino Ratio ⓘ | 2.72 | 3.10 | 3.95 |