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 ⓘ | 13.97% | 71.30% | 72.81% |
| Price Trend ⓘ | 0.84 | 0.97 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.02% | 22.44% | 39.11% |
| Max Drawdown ⓘ | -10.36% | -10.36% | -24.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.87 | 3.10 | 1.76 |
| Calmar Ratio ⓘ | 1.35 | 6.88 | 2.96 |
| Sortino Ratio ⓘ | 1.44 | 5.21 | 3.11 |