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 ⓘ | 45.65% | 78.94% | 192.05% |
| Price Trend ⓘ | 0.95 | 0.95 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.13% | 35.87% | 48.51% |
| Max Drawdown ⓘ | -14.84% | -19.52% | -32.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.85 | 2.14 | 3.87 |
| Calmar Ratio ⓘ | 3.08 | 4.04 | 5.98 |
| Sortino Ratio ⓘ | 2.69 | 3.19 | 5.91 |