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 ⓘ | 82.65% | 45.47% | 43.34% |
| Price Trend ⓘ | 0.80 | 0.80 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.50% | 64.02% | 97.14% |
| Max Drawdown ⓘ | -25.16% | -40.62% | -54.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.12 | 0.68 | 0.40 |
| Calmar Ratio ⓘ | 3.29 | 1.12 | 0.80 |
| Sortino Ratio ⓘ | 4.09 | 1.34 | 0.79 |