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 ⓘ | 15.42% | 87.23% | 159.54% |
| Price Trend ⓘ | 0.76 | 0.95 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.02% | 35.75% | 45.59% |
| Max Drawdown ⓘ | -18.19% | -18.19% | -21.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 2.39 | 3.41 |
| Calmar Ratio ⓘ | 0.85 | 4.80 | 7.47 |
| Sortino Ratio ⓘ | 0.80 | 3.62 | 4.60 |