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 ⓘ | 79.06% | 143.53% | 210.83% |
| Price Trend ⓘ | 0.91 | 0.91 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.79% | 29.14% | 34.71% |
| Max Drawdown ⓘ | -13.77% | -13.77% | -13.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.92 | 4.86 | 5.95 |
| Calmar Ratio ⓘ | 5.74 | 10.42 | 15.31 |
| Sortino Ratio ⓘ | 4.30 | 6.72 | 8.51 |