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 ⓘ | 1.31% | 252.88% | 357.18% |
| Price Trend ⓘ | -0.24 | 0.76 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 54.28% | 76.45% | 127.97% |
| Max Drawdown ⓘ | -44.15% | -44.15% | -67.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | 3.28 | 2.76 |
| Calmar Ratio ⓘ | 0.03 | 5.73 | 5.28 |
| Sortino Ratio ⓘ | 0.01 | 6.47 | 4.38 |