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 ⓘ | 42.84% | -8.79% | 160.35% |
| Price Trend ⓘ | 0.92 | 0.65 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.34% | 57.74% | 84.65% |
| Max Drawdown ⓘ | -10.08% | -53.19% | -55.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.58 | -0.19 | 1.84 |
| Calmar Ratio ⓘ | 4.25 | -0.17 | 2.87 |
| Sortino Ratio ⓘ | 2.45 | -0.26 | 3.27 |