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 ⓘ | 59.06% | 61.18% | 98.47% |
| Price Trend ⓘ | 0.96 | 0.67 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.83% | 30.26% | 39.78% |
| Max Drawdown ⓘ | -12.30% | -20.36% | -23.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.44 | 1.96 | 2.38 |
| Calmar Ratio ⓘ | 4.80 | 3.00 | 4.15 |
| Sortino Ratio ⓘ | 4.51 | 3.29 | 3.40 |