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 ⓘ | 104.64% | 99.81% | 115.78% |
| Price Trend ⓘ | 0.97 | 0.84 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.11% | 43.52% | 52.45% |
| Max Drawdown ⓘ | -10.80% | -20.67% | -32.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.87 | 2.25 | 2.13 |
| Calmar Ratio ⓘ | 9.69 | 4.83 | 3.58 |
| Sortino Ratio ⓘ | 8.20 | 4.50 | 3.76 |