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 ⓘ | 52.42% | 121.90% | 66.66% |
| Price Trend ⓘ | 0.89 | 0.95 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.47% | 42.00% | 58.81% |
| Max Drawdown ⓘ | -16.89% | -16.89% | -51.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.54 | 2.85 | 1.06 |
| Calmar Ratio ⓘ | 3.10 | 7.22 | 1.30 |
| Sortino Ratio ⓘ | 2.90 | 6.22 | 1.62 |