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 ⓘ | 27.21% | 43.74% | 184.81% |
| Price Trend ⓘ | 0.69 | 0.60 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.98% | 55.80% | 75.56% |
| Max Drawdown ⓘ | -25.32% | -34.89% | -34.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | 0.75 | 2.39 |
| Calmar Ratio ⓘ | 1.07 | 1.25 | 5.30 |
| Sortino Ratio ⓘ | 1.23 | 1.42 | 4.61 |