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 ⓘ | 14.68% | 2.78% | 38.69% |
| Price Trend ⓘ | 0.03 | 0.48 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.69% | 32.36% | 121.43% |
| Max Drawdown ⓘ | -21.28% | -21.28% | -45.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 0.02 | 0.28 |
| Calmar Ratio ⓘ | 0.69 | 0.13 | 0.85 |
| Sortino Ratio ⓘ | 0.56 | 0.03 | 0.75 |