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 ⓘ | 75.67% | 130.12% | 271.19% |
| Price Trend ⓘ | 0.87 | 0.91 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.30% | 41.72% | 51.76% |
| Max Drawdown ⓘ | -21.68% | -22.85% | -22.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.31 | 3.07 | 5.16 |
| Calmar Ratio ⓘ | 3.49 | 5.69 | 11.87 |
| Sortino Ratio ⓘ | 2.68 | 3.71 | 6.72 |