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 ⓘ | 67.79% | 59.43% | 62.81% |
| Price Trend ⓘ | 0.87 | 0.77 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.80% | 53.80% | 72.95% |
| Max Drawdown ⓘ | -17.79% | -46.91% | -64.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.10 | 1.07 | 0.80 |
| Calmar Ratio ⓘ | 3.81 | 1.27 | 0.98 |
| Sortino Ratio ⓘ | 4.85 | 1.86 | 1.32 |