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 ⓘ | 14.42% | 14.15% | 53.24% |
| Price Trend ⓘ | 0.59 | 0.82 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.59% | 58.71% | 86.46% |
| Max Drawdown ⓘ | -29.01% | -41.44% | -55.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 0.21 | 0.56 |
| Calmar Ratio ⓘ | 0.50 | 0.34 | 0.95 |
| Sortino Ratio ⓘ | 0.54 | 0.32 | 0.97 |