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 ⓘ | 60.71% | 129.69% | 193.65% |
| Price Trend ⓘ | 0.94 | 0.96 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.11% | 44.03% | 60.89% |
| Max Drawdown ⓘ | -7.91% | -21.31% | -32.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.13 | 2.90 | 3.11 |
| Calmar Ratio ⓘ | 7.68 | 6.08 | 5.89 |
| Sortino Ratio ⓘ | 8.09 | 6.79 | 4.99 |