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 ⓘ | 43.63% | 104.12% | 119.32% |
| Price Trend ⓘ | 0.89 | 0.98 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.74% | 22.30% | 32.70% |
| Max Drawdown ⓘ | -7.15% | -7.15% | -20.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.55 | 4.58 | 3.52 |
| Calmar Ratio ⓘ | 6.10 | 14.56 | 5.92 |
| Sortino Ratio ⓘ | 4.92 | 9.50 | 6.56 |