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 ⓘ | 38.16% | 74.55% | 46.31% |
| Price Trend ⓘ | 0.92 | 0.96 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.71% | 41.72% | 61.93% |
| Max Drawdown ⓘ | -11.37% | -18.02% | -42.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.57 | 1.74 | 0.68 |
| Calmar Ratio ⓘ | 3.36 | 4.14 | 1.10 |
| Sortino Ratio ⓘ | 4.26 | 2.53 | 1.11 |