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 ⓘ | 24.80% | -3.72% | 95.72% |
| Price Trend ⓘ | -0.22 | 0.55 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.44% | 43.83% | 112.59% |
| Max Drawdown ⓘ | -15.62% | -34.34% | -40.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | -0.13 | 0.81 |
| Calmar Ratio ⓘ | 1.59 | -0.11 | 2.34 |
| Sortino Ratio ⓘ | 1.90 | -0.25 | 2.93 |