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 ⓘ | 70.58% | 64.35% | 39.82% |
| Price Trend ⓘ | 0.83 | 0.28 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.69% | 48.85% | 77.23% |
| Max Drawdown ⓘ | -27.91% | -40.25% | -51.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.13 | 1.28 | 0.46 |
| Calmar Ratio ⓘ | 2.53 | 1.60 | 0.77 |
| Sortino Ratio ⓘ | 5.04 | 2.72 | 0.75 |