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 ⓘ | 49.44% | 121.81% | 56.05% |
| Price Trend ⓘ | 0.62 | 0.77 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.83% | 43.67% | 82.47% |
| Max Drawdown ⓘ | -18.01% | -18.01% | -45.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.63 | 2.74 | 0.63 |
| Calmar Ratio ⓘ | 2.75 | 6.76 | 1.24 |
| Sortino Ratio ⓘ | 2.52 | 5.54 | 0.77 |