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 ⓘ | 49.15% | 163.09% | 155.62% |
| Price Trend ⓘ | 0.72 | 0.95 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.04% | 42.28% | 77.64% |
| Max Drawdown ⓘ | -17.62% | -17.62% | -56.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.42 | 3.81 | 1.95 |
| Calmar Ratio ⓘ | 2.79 | 9.25 | 2.78 |
| Sortino Ratio ⓘ | 3.64 | 8.56 | 2.93 |