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 ⓘ | 61.86% | 139.48% | 151.39% |
| Price Trend ⓘ | 0.87 | 0.82 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.34% | 37.69% | 52.77% |
| Max Drawdown ⓘ | -20.52% | -22.92% | -28.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.01 | 3.65 | 2.79 |
| Calmar Ratio ⓘ | 3.01 | 6.09 | 5.39 |
| Sortino Ratio ⓘ | 4.24 | 7.27 | 4.58 |