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 ⓘ | 36.90% | 42.76% | 136.54% |
| Price Trend ⓘ | 0.66 | -0.06 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.81% | 37.19% | 62.10% |
| Max Drawdown ⓘ | -7.23% | -34.42% | -34.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.51 | 1.10 | 2.13 |
| Calmar Ratio ⓘ | 5.10 | 1.24 | 3.97 |
| Sortino Ratio ⓘ | 3.31 | 1.30 | 3.09 |