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 ⓘ | 40.34% | 140.62% | 171.59% |
| Price Trend ⓘ | 0.81 | 0.95 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.96% | 31.86% | 39.97% |
| Max Drawdown ⓘ | -11.21% | -11.21% | -17.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.41 | 4.35 | 4.19 |
| Calmar Ratio ⓘ | 3.60 | 12.54 | 9.96 |
| Sortino Ratio ⓘ | 5.22 | 13.19 | 9.89 |