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 ⓘ | 29.91% | 89.53% | 197.05% |
| Price Trend ⓘ | 0.89 | 0.95 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.10% | 46.92% | 57.60% |
| Max Drawdown ⓘ | -16.10% | -20.74% | -24.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | 1.87 | 3.35 |
| Calmar Ratio ⓘ | 1.86 | 4.32 | 7.95 |
| Sortino Ratio ⓘ | 1.45 | 3.16 | 5.81 |