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% | 70.33% | 95.89% |
| Price Trend ⓘ | 0.31 | 0.89 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.30% | 25.63% | 36.61% |
| Max Drawdown ⓘ | -13.28% | -13.28% | -27.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | 2.67 | 2.51 |
| Calmar Ratio ⓘ | 0.47 | 5.30 | 3.48 |
| Sortino Ratio ⓘ | 0.33 | 3.56 | 3.16 |