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 ⓘ | 28.92% | 56.73% | 113.64% |
| Price Trend ⓘ | 0.85 | 0.66 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.95% | 47.22% | 71.86% |
| Max Drawdown ⓘ | -23.06% | -30.24% | -40.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.88 | 1.16 | 1.53 |
| Calmar Ratio ⓘ | 1.25 | 1.88 | 2.79 |
| Sortino Ratio ⓘ | 1.36 | 1.95 | 2.47 |