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 ⓘ | 26.48% | 91.20% | 94.88% |
| Price Trend ⓘ | 0.80 | 0.95 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.74% | 36.50% | 61.74% |
| Max Drawdown ⓘ | -20.47% | -20.47% | -36.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.95 | 2.44 | 1.47 |
| Calmar Ratio ⓘ | 1.29 | 4.45 | 2.64 |
| Sortino Ratio ⓘ | 1.27 | 3.12 | 1.76 |