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 ⓘ | 36.77% | 114.76% | 153.80% |
| Price Trend ⓘ | 0.34 | 0.89 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.95% | 45.04% | 65.52% |
| Max Drawdown ⓘ | -19.05% | -19.05% | -33.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.24 | 2.50 | 2.28 |
| Calmar Ratio ⓘ | 1.93 | 6.03 | 4.55 |
| Sortino Ratio ⓘ | 2.38 | 5.19 | 4.48 |