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 ⓘ | 9.94% | 57.73% | 99.19% |
| Price Trend ⓘ | 0.48 | 0.85 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.80% | 49.59% | 72.03% |
| Max Drawdown ⓘ | -24.49% | -24.49% | -38.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.29 | 1.13 | 1.32 |
| Calmar Ratio ⓘ | 0.41 | 2.36 | 2.55 |
| Sortino Ratio ⓘ | 0.55 | 2.57 | 2.49 |