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 ⓘ | 4.69% | 45.95% | 93.16% |
| Price Trend ⓘ | 0.55 | 0.83 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.30% | 33.19% | 37.66% |
| Max Drawdown ⓘ | -14.70% | -23.80% | -23.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 1.33 | 2.37 |
| Calmar Ratio ⓘ | 0.32 | 1.93 | 3.91 |
| Sortino Ratio ⓘ | 0.38 | 2.86 | 4.83 |