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 ⓘ | 33.76% | 99.73% | 291.21% |
| Price Trend ⓘ | 0.88 | 0.96 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.91% | 37.72% | 52.96% |
| Max Drawdown ⓘ | -13.43% | -13.77% | -13.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.18 | 2.60 | 5.42 |
| Calmar Ratio ⓘ | 2.51 | 7.24 | 21.15 |
| Sortino Ratio ⓘ | 1.75 | 3.62 | 9.15 |