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 ⓘ | 25.34% | 22.41% | 82.60% |
| Price Trend ⓘ | 0.86 | 0.34 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.94% | 32.54% | 42.56% |
| Max Drawdown ⓘ | -14.96% | -28.67% | -28.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.17 | 0.63 | 1.85 |
| Calmar Ratio ⓘ | 1.69 | 0.78 | 2.88 |
| Sortino Ratio ⓘ | 2.61 | 0.98 | 2.98 |