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 ⓘ | 27.19% | 19.02% | 152.71% |
| Price Trend ⓘ | 0.92 | 0.87 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.81% | 46.25% | 70.51% |
| Max Drawdown ⓘ | -7.82% | -41.99% | -48.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.32 | 0.37 | 2.10 |
| Calmar Ratio ⓘ | 3.48 | 0.45 | 3.13 |
| Sortino Ratio ⓘ | 2.83 | 0.48 | 2.57 |