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 ⓘ | 6.45% | 52.43% | 108.30% |
| Price Trend ⓘ | 0.48 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.24% | 33.09% | 40.40% |
| Max Drawdown ⓘ | -17.85% | -17.85% | -17.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 1.53 | 2.58 |
| Calmar Ratio ⓘ | 0.36 | 2.94 | 6.07 |
| Sortino Ratio ⓘ | 0.48 | 2.98 | 4.43 |