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 ⓘ | 155.34% | 215.85% | 184.91% |
| Price Trend ⓘ | 0.89 | 0.92 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.78% | 40.75% | 53.79% |
| Max Drawdown ⓘ | -5.12% | -11.14% | -29.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 4.57 | 5.25 | 3.36 |
| Calmar Ratio ⓘ | 30.33 | 19.38 | 6.24 |
| Sortino Ratio ⓘ | 25.69 | 16.86 | 7.07 |