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 ⓘ | 25.98% | 144.07% | 169.41% |
| Price Trend ⓘ | 0.42 | 0.92 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.95% | 41.15% | 60.18% |
| Max Drawdown ⓘ | -10.74% | -13.72% | -32.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.80 | 3.45 | 2.75 |
| Calmar Ratio ⓘ | 2.42 | 10.50 | 5.15 |
| Sortino Ratio ⓘ | 4.72 | 11.09 | 4.39 |