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 ⓘ | 24.33% | 35.40% | 266.95% |
| Price Trend ⓘ | 0.54 | 0.49 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.36% | 51.96% | 64.96% |
| Max Drawdown ⓘ | -34.78% | -36.31% | -36.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | 0.64 | 4.05 |
| Calmar Ratio ⓘ | 0.70 | 0.98 | 7.35 |
| Sortino Ratio ⓘ | 1.11 | 1.04 | 6.36 |