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 ⓘ | 32.97% | 62.19% | 115.51% |
| Price Trend ⓘ | 0.53 | 0.92 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.48% | 27.05% | 37.53% |
| Max Drawdown ⓘ | -19.14% | -19.14% | -19.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.42 | 2.22 | 2.96 |
| Calmar Ratio ⓘ | 1.72 | 3.25 | 6.04 |
| Sortino Ratio ⓘ | 1.72 | 2.88 | 3.94 |