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 ⓘ | 49.35% | 85.18% | 115.80% |
| Price Trend ⓘ | 0.86 | 0.93 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.18% | 29.76% | 48.80% |
| Max Drawdown ⓘ | -16.10% | -16.10% | -33.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.92 | 2.79 | 2.29 |
| Calmar Ratio ⓘ | 3.07 | 5.29 | 3.46 |
| Sortino Ratio ⓘ | 3.11 | 3.81 | 3.29 |