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 ⓘ | 40.13% | 88.56% | 118.42% |
| Price Trend ⓘ | 0.52 | 0.91 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.09% | 32.19% | 45.09% |
| Max Drawdown ⓘ | -22.85% | -22.85% | -22.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.45 | 2.69 | 2.53 |
| Calmar Ratio ⓘ | 1.76 | 3.87 | 5.18 |
| Sortino Ratio ⓘ | 1.89 | 3.65 | 3.71 |