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 ⓘ | 3.09% | 71.10% | 92.69% |
| Price Trend ⓘ | 0.52 | 0.80 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.42% | 42.82% | 79.20% |
| Max Drawdown ⓘ | -20.12% | -27.59% | -57.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | 1.61 | 1.12 |
| Calmar Ratio ⓘ | 0.15 | 2.58 | 1.63 |
| Sortino Ratio ⓘ | 0.11 | 2.26 | 1.48 |