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 ⓘ | 21.21% | 52.61% | 75.92% |
| Price Trend ⓘ | 0.00 | 0.84 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.14% | 42.04% | 81.01% |
| Max Drawdown ⓘ | -27.59% | -27.59% | -57.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | 1.20 | 0.88 |
| Calmar Ratio ⓘ | 0.77 | 1.91 | 1.33 |
| Sortino Ratio ⓘ | 0.86 | 1.75 | 1.17 |