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 ⓘ | 40.84% | 53.19% | -10.93% |
| Price Trend ⓘ | 0.25 | 0.57 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 51.71% | 61.55% | 89.72% |
| Max Drawdown ⓘ | -58.06% | -58.06% | -58.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | 0.83 | -0.17 |
| Calmar Ratio ⓘ | 0.70 | 0.92 | -0.19 |
| Sortino Ratio ⓘ | 1.53 | 1.58 | -0.33 |