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 ⓘ | 28.90% | 98.89% | 146.42% |
| Price Trend ⓘ | -0.08 | 0.81 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.67% | 44.81% | 68.76% |
| Max Drawdown ⓘ | -40.17% | -40.17% | -40.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.74 | 2.16 | 2.07 |
| Calmar Ratio ⓘ | 0.72 | 2.46 | 3.64 |
| Sortino Ratio ⓘ | 0.91 | 2.79 | 3.29 |