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 ⓘ | 47.65% | 81.78% | 50.24% |
| Price Trend ⓘ | 0.76 | 0.89 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.82% | 41.97% | 62.84% |
| Max Drawdown ⓘ | -19.05% | -19.05% | -33.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.42 | 1.90 | 0.73 |
| Calmar Ratio ⓘ | 2.50 | 4.29 | 1.49 |
| Sortino Ratio ⓘ | 3.74 | 3.85 | 1.39 |