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 ⓘ | 100.54% | 181.12% | 199.89% |
| Price Trend ⓘ | 0.93 | 0.94 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.43% | 42.80% | 61.89% |
| Max Drawdown ⓘ | -9.22% | -16.90% | -40.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.63 | 4.19 | 3.16 |
| Calmar Ratio ⓘ | 10.91 | 10.72 | 4.90 |
| Sortino Ratio ⓘ | 8.71 | 8.42 | 5.10 |