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 ⓘ | 15.02% | 64.87% | 141.16% |
| Price Trend ⓘ | 0.61 | 0.89 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.52% | 26.34% | 37.26% |
| Max Drawdown ⓘ | -16.36% | -16.36% | -16.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 2.39 | 3.68 |
| Calmar Ratio ⓘ | 0.92 | 3.96 | 8.63 |
| Sortino Ratio ⓘ | 0.77 | 2.97 | 4.53 |