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 ⓘ | 23.66% | 92.76% | 282.91% |
| Price Trend ⓘ | -0.14 | 0.87 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.47% | 38.75% | 56.25% |
| Max Drawdown ⓘ | -24.50% | -24.50% | -24.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 2.34 | 4.95 |
| Calmar Ratio ⓘ | 0.97 | 3.79 | 11.55 |
| Sortino Ratio ⓘ | 0.96 | 3.24 | 7.65 |