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 ⓘ | 38.68% | 174.04% | 147.10% |
| Price Trend ⓘ | 0.65 | 0.94 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.47% | 43.98% | 56.05% |
| Max Drawdown ⓘ | -22.15% | -22.15% | -23.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | 3.91 | 2.55 |
| Calmar Ratio ⓘ | 1.75 | 7.86 | 6.24 |
| Sortino Ratio ⓘ | 1.60 | 6.77 | 4.37 |