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 ⓘ | 75.99% | 17.74% | 82.24% |
| Price Trend ⓘ | 0.74 | 0.07 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.73% | 50.73% | 63.08% |
| Max Drawdown ⓘ | -19.72% | -41.85% | -48.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.80 | 0.31 | 1.24 |
| Calmar Ratio ⓘ | 3.85 | 0.42 | 1.69 |
| Sortino Ratio ⓘ | 3.47 | 0.56 | 2.38 |