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 ⓘ | 64.75% | 145.59% | 70.00% |
| Price Trend ⓘ | 0.89 | 0.97 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.09% | 42.66% | 59.36% |
| Max Drawdown ⓘ | -16.89% | -16.89% | -50.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.05 | 3.37 | 1.11 |
| Calmar Ratio ⓘ | 3.83 | 8.62 | 1.38 |
| Sortino Ratio ⓘ | 4.54 | 7.05 | 1.69 |