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 ⓘ | 65.70% | 35.18% | 229.23% |
| Price Trend ⓘ | 0.97 | 0.83 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.53% | 47.17% | 61.65% |
| Max Drawdown ⓘ | -6.44% | -41.29% | -47.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.75 | 0.70 | 3.64 |
| Calmar Ratio ⓘ | 10.20 | 0.85 | 4.85 |
| Sortino Ratio ⓘ | 4.74 | 1.05 | 5.64 |