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 ⓘ | 49.28% | 75.44% | 213.56% |
| Price Trend ⓘ | 0.81 | 0.58 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.05% | 44.21% | 59.30% |
| Max Drawdown ⓘ | -19.99% | -24.50% | -24.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.38 | 1.66 | 3.53 |
| Calmar Ratio ⓘ | 2.46 | 3.08 | 8.72 |
| Sortino Ratio ⓘ | 1.87 | 2.13 | 4.90 |