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 ⓘ | 48.29% | 72.45% | 225.71% |
| Price Trend ⓘ | 0.68 | 0.83 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.52% | 41.45% | 57.62% |
| Max Drawdown ⓘ | -12.27% | -18.91% | -19.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.72 | 1.70 | 3.84 |
| Calmar Ratio ⓘ | 3.94 | 3.83 | 11.79 |
| Sortino Ratio ⓘ | 3.16 | 2.82 | 6.34 |