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 ⓘ | 16.77% | 106.69% | 162.02% |
| Price Trend ⓘ | 0.81 | 0.90 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.65% | 41.13% | 54.87% |
| Max Drawdown ⓘ | -20.20% | -20.24% | -20.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.49 | 2.55 | 2.88 |
| Calmar Ratio ⓘ | 0.83 | 5.27 | 8.00 |
| Sortino Ratio ⓘ | 0.82 | 4.29 | 4.66 |