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 ⓘ | 71.68% | 111.57% | 236.08% |
| Price Trend ⓘ | 0.89 | 0.90 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.51% | 37.73% | 46.57% |
| Max Drawdown ⓘ | -19.71% | -22.10% | -22.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.40 | 2.91 | 4.98 |
| Calmar Ratio ⓘ | 3.64 | 5.05 | 10.68 |
| Sortino Ratio ⓘ | 2.55 | 3.23 | 6.06 |