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 ⓘ | 9.89% | 83.38% | 124.47% |
| Price Trend ⓘ | 0.79 | 0.94 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.71% | 40.92% | 52.25% |
| Max Drawdown ⓘ | -6.88% | -6.88% | -26.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | 1.99 | 2.30 |
| Calmar Ratio ⓘ | 1.44 | 12.11 | 4.68 |
| Sortino Ratio ⓘ | 0.95 | 6.19 | 4.66 |