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 ⓘ | 42.72% | -9.15% | 101.38% |
| Price Trend ⓘ | 0.55 | -0.50 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.66% | 41.28% | 54.81% |
| Max Drawdown ⓘ | -23.39% | -41.54% | -41.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.77 | -0.27 | 1.78 |
| Calmar Ratio ⓘ | 1.83 | -0.22 | 2.44 |
| Sortino Ratio ⓘ | 3.51 | -0.29 | 2.31 |