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 ⓘ | 52.37% | 60.54% | 94.11% |
| Price Trend ⓘ | 0.89 | 0.83 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.45% | 25.60% | 42.79% |
| Max Drawdown ⓘ | -6.24% | -15.65% | -29.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.95 | 2.29 | 2.10 |
| Calmar Ratio ⓘ | 8.40 | 3.87 | 3.17 |
| Sortino Ratio ⓘ | 8.05 | 3.16 | 2.43 |