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 ⓘ | 27.02% | 86.69% | 97.74% |
| Price Trend ⓘ | 0.69 | 0.86 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.52% | 49.63% | 66.79% |
| Max Drawdown ⓘ | -21.78% | -21.78% | -30.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.69 | 1.71 | 1.40 |
| Calmar Ratio ⓘ | 1.24 | 3.98 | 3.25 |
| Sortino Ratio ⓘ | 1.02 | 2.97 | 2.40 |