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 ⓘ | 17.77% | 57.64% | 198.99% |
| Price Trend ⓘ | 0.24 | 0.90 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.67% | 35.17% | 41.16% |
| Max Drawdown ⓘ | -11.14% | -11.21% | -11.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.78 | 1.59 | 4.74 |
| Calmar Ratio ⓘ | 1.60 | 5.14 | 17.74 |
| Sortino Ratio ⓘ | 1.84 | 4.68 | 12.50 |