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 ⓘ | 33.05% | 116.54% | 225.81% |
| Price Trend ⓘ | 0.84 | 0.94 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.42% | 33.16% | 45.63% |
| Max Drawdown ⓘ | -22.85% | -22.85% | -22.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 3.45 | 4.86 |
| Calmar Ratio ⓘ | 1.45 | 5.10 | 9.88 |
| Sortino Ratio ⓘ | 1.53 | 4.88 | 7.20 |