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 ⓘ | 38.95% | 91.52% | 102.81% |
| Price Trend ⓘ | 0.79 | 0.95 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.96% | 27.33% | 39.97% |
| Max Drawdown ⓘ | -14.10% | -14.10% | -25.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.00 | 3.28 | 2.47 |
| Calmar Ratio ⓘ | 2.76 | 6.49 | 4.04 |
| Sortino Ratio ⓘ | 3.08 | 5.35 | 3.78 |