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 ⓘ | 71.83% | 125.96% | 146.63% |
| Price Trend ⓘ | 0.96 | 0.94 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.31% | 33.82% | 44.95% |
| Max Drawdown ⓘ | -12.06% | -14.10% | -25.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.69 | 3.67 | 3.17 |
| Calmar Ratio ⓘ | 5.96 | 8.93 | 5.76 |
| Sortino Ratio ⓘ | 3.46 | 5.47 | 4.70 |