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 ⓘ | 67.40% | 70.62% | 128.12% |
| Price Trend ⓘ | 0.90 | 0.73 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.29% | 60.46% | 74.99% |
| Max Drawdown ⓘ | -13.39% | -40.90% | -40.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.88 | 1.13 | 1.65 |
| Calmar Ratio ⓘ | 5.03 | 1.73 | 3.13 |
| Sortino Ratio ⓘ | 4.28 | 2.27 | 3.10 |