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 ⓘ | 24.87% | 26.58% | 405.29% |
| Price Trend ⓘ | 0.92 | 0.94 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.81% | 52.05% | 72.19% |
| Max Drawdown ⓘ | -15.63% | -33.95% | -40.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.92 | 0.47 | 5.55 |
| Calmar Ratio ⓘ | 1.59 | 0.78 | 9.98 |
| Sortino Ratio ⓘ | 1.16 | 0.65 | 9.06 |