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 ⓘ | 25.77% | 52.83% | 97.80% |
| Price Trend ⓘ | 0.86 | 0.78 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.21% | 20.10% | 30.99% |
| Max Drawdown ⓘ | -12.18% | -18.44% | -18.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.75 | 2.54 | 3.03 |
| Calmar Ratio ⓘ | 2.12 | 2.87 | 5.31 |
| Sortino Ratio ⓘ | 3.21 | 4.83 | 5.30 |