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 ⓘ | 44.06% | 106.02% | 161.03% |
| Price Trend ⓘ | 0.58 | 0.89 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.02% | 43.08% | 76.38% |
| Max Drawdown ⓘ | -17.09% | -17.62% | -51.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.27 | 2.41 | 2.05 |
| Calmar Ratio ⓘ | 2.58 | 6.02 | 3.11 |
| Sortino Ratio ⓘ | 2.92 | 4.99 | 3.04 |