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 ⓘ | 28.88% | 58.94% | 190.74% |
| Price Trend ⓘ | 0.77 | 0.88 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.17% | 53.14% | 63.42% |
| Max Drawdown ⓘ | -20.55% | -20.55% | -20.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 1.07 | 2.95 |
| Calmar Ratio ⓘ | 1.40 | 2.87 | 9.28 |
| Sortino Ratio ⓘ | 1.09 | 1.65 | 4.06 |