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 ⓘ | 28.74% | 18.23% | 148.43% |
| Price Trend ⓘ | 0.92 | 0.83 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.40% | 38.02% | 51.29% |
| Max Drawdown ⓘ | -9.35% | -42.49% | -45.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.59 | 0.42 | 2.81 |
| Calmar Ratio ⓘ | 3.07 | 0.43 | 3.30 |
| Sortino Ratio ⓘ | 1.86 | 0.57 | 4.35 |