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 ⓘ | 26.42% | 59.49% | 113.91% |
| Price Trend ⓘ | 0.60 | 0.93 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.64% | 40.66% | 64.04% |
| Max Drawdown ⓘ | -20.47% | -20.47% | -36.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 1.41 | 1.71 |
| Calmar Ratio ⓘ | 1.29 | 2.91 | 3.16 |
| Sortino Ratio ⓘ | 1.13 | 1.85 | 2.05 |