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 ⓘ | 61.25% | 165.92% | 45.40% |
| Price Trend ⓘ | 0.85 | 0.93 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.41% | 49.55% | 64.90% |
| Max Drawdown ⓘ | -9.91% | -22.07% | -48.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.37 | 3.31 | 0.63 |
| Calmar Ratio ⓘ | 6.18 | 7.52 | 0.93 |
| Sortino Ratio ⓘ | 4.88 | 6.70 | 1.18 |