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 ⓘ | 80.66% | 167.20% | 165.31% |
| Price Trend ⓘ | 0.86 | 0.92 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.03% | 38.90% | 46.30% |
| Max Drawdown ⓘ | -12.57% | -12.57% | -23.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.75 | 4.25 | 3.48 |
| Calmar Ratio ⓘ | 6.42 | 13.30 | 7.00 |
| Sortino Ratio ⓘ | 4.83 | 8.47 | 5.30 |