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 ⓘ | 53.21% | 47.05% | 171.42% |
| Price Trend ⓘ | 0.91 | 0.90 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.70% | 47.37% | 63.10% |
| Max Drawdown ⓘ | -11.37% | -33.25% | -33.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.70 | 0.95 | 2.64 |
| Calmar Ratio ⓘ | 4.68 | 1.41 | 5.07 |
| Sortino Ratio ⓘ | 4.73 | 1.41 | 3.50 |