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 ⓘ | 30.26% | 71.22% | 108.82% |
| Price Trend ⓘ | 0.26 | 0.89 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.18% | 28.83% | 40.43% |
| Max Drawdown ⓘ | -22.10% | -22.10% | -22.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | 2.40 | 2.59 |
| Calmar Ratio ⓘ | 1.37 | 3.22 | 4.92 |
| Sortino Ratio ⓘ | 1.43 | 3.09 | 3.51 |