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 ⓘ | 87.40% | 56.35% | 71.58% |
| Price Trend ⓘ | 0.90 | 0.76 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.24% | 40.04% | 48.17% |
| Max Drawdown ⓘ | -9.22% | -22.69% | -22.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.60 | 1.35 | 1.39 |
| Calmar Ratio ⓘ | 9.48 | 2.48 | 3.15 |
| Sortino Ratio ⓘ | 9.58 | 2.80 | 2.64 |