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 ⓘ | 27.09% | 89.54% | 54.85% |
| Price Trend ⓘ | 0.80 | 0.87 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.13% | 44.25% | 60.59% |
| Max Drawdown ⓘ | -22.91% | -22.91% | -45.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 1.98 | 0.84 |
| Calmar Ratio ⓘ | 1.18 | 3.91 | 1.20 |
| Sortino Ratio ⓘ | 1.44 | 3.93 | 1.53 |