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 ⓘ | 13.46% | 76.39% | 105.62% |
| Price Trend ⓘ | 0.64 | 0.89 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.31% | 45.87% | 57.65% |
| Max Drawdown ⓘ | -20.51% | -21.73% | -27.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | 1.63 | 1.76 |
| Calmar Ratio ⓘ | 0.66 | 3.52 | 3.79 |
| Sortino Ratio ⓘ | 1.15 | 4.81 | 3.47 |