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 ⓘ | 4.84% | 35.52% | 157.61% |
| Price Trend ⓘ | 0.29 | 0.80 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.05% | 35.80% | 68.02% |
| Max Drawdown ⓘ | -25.26% | -25.26% | -40.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | 0.94 | 2.25 |
| Calmar Ratio ⓘ | 0.19 | 1.41 | 3.88 |
| Sortino Ratio ⓘ | 0.20 | 1.22 | 3.39 |