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 ⓘ | 15.93% | 52.06% | 78.85% |
| Price Trend ⓘ | 0.46 | 0.89 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.55% | 41.51% | 55.27% |
| Max Drawdown ⓘ | -20.61% | -20.61% | -33.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.54 | 1.20 | 1.34 |
| Calmar Ratio ⓘ | 0.77 | 2.53 | 2.37 |
| Sortino Ratio ⓘ | 1.08 | 2.20 | 2.30 |