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 ⓘ | 25.10% | 87.26% | 63.45% |
| Price Trend ⓘ | 0.84 | 0.92 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.93% | 52.45% | 70.05% |
| Max Drawdown ⓘ | -14.10% | -17.76% | -51.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 1.63 | 0.85 |
| Calmar Ratio ⓘ | 1.78 | 4.91 | 1.24 |
| Sortino Ratio ⓘ | 2.00 | 4.34 | 1.30 |