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 ⓘ | 14.16% | 28.06% | 84.22% |
| Price Trend ⓘ | 0.50 | 0.14 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.77% | 45.28% | 80.33% |
| Max Drawdown ⓘ | -25.70% | -40.74% | -42.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.38 | 0.58 | 1.00 |
| Calmar Ratio ⓘ | 0.55 | 0.69 | 1.97 |
| Sortino Ratio ⓘ | 0.69 | 0.95 | 1.48 |