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 ⓘ | 29.04% | 64.98% | 144.45% |
| Price Trend ⓘ | 0.55 | 0.94 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.94% | 29.98% | 59.02% |
| Max Drawdown ⓘ | -12.01% | -12.01% | -41.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.08 | 2.10 | 2.38 |
| Calmar Ratio ⓘ | 2.42 | 5.41 | 3.51 |
| Sortino Ratio ⓘ | 2.56 | 4.09 | 3.71 |