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 ⓘ | 20.17% | 60.71% | 108.27% |
| Price Trend ⓘ | 0.90 | 0.97 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.73% | 23.37% | 36.48% |
| Max Drawdown ⓘ | -9.25% | -9.25% | -13.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.23 | 2.52 | 2.86 |
| Calmar Ratio ⓘ | 2.18 | 6.56 | 8.27 |
| Sortino Ratio ⓘ | 2.33 | 5.01 | 5.20 |