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 ⓘ | 74.79% | 84.69% | 66.56% |
| Price Trend ⓘ | 0.98 | 0.92 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.54% | 20.62% | 32.22% |
| Max Drawdown ⓘ | -5.16% | -7.41% | -28.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 4.75 | 4.01 | 1.93 |
| Calmar Ratio ⓘ | 14.50 | 11.42 | 2.33 |
| Sortino Ratio ⓘ | 10.71 | 8.28 | 3.39 |