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 ⓘ | 1.38% | 47.47% | 74.88% |
| Price Trend ⓘ | 0.28 | 0.89 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.06% | 20.65% | 28.13% |
| Max Drawdown ⓘ | -11.67% | -11.67% | -11.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.03 | 2.21 | 2.52 |
| Calmar Ratio ⓘ | 0.12 | 4.07 | 6.42 |
| Sortino Ratio ⓘ | 0.04 | 2.99 | 3.64 |