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 ⓘ | 6.19% | 19.86% | 86.57% |
| Price Trend ⓘ | 0.33 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.46% | 17.26% | 30.88% |
| Max Drawdown ⓘ | -9.76% | -9.76% | -21.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 1.04 | 2.67 |
| Calmar Ratio ⓘ | 0.63 | 2.03 | 4.05 |
| Sortino Ratio ⓘ | 0.66 | 1.71 | 3.54 |