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 ⓘ | 32.26% | 15.82% | 54.97% |
| Price Trend ⓘ | 0.56 | 0.78 | -0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 46.57% | 67.74% | 87.31% |
| Max Drawdown ⓘ | -30.50% | -46.84% | -64.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.67 | 0.20 | 0.58 |
| Calmar Ratio ⓘ | 1.06 | 0.34 | 0.85 |
| Sortino Ratio ⓘ | 1.08 | 0.29 | 0.75 |