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 ⓘ | 18.60% | 52.07% | 122.89% |
| Price Trend ⓘ | -0.17 | 0.64 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.19% | 55.70% | 91.29% |
| Max Drawdown ⓘ | -29.73% | -29.73% | -61.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.90 | 1.30 |
| Calmar Ratio ⓘ | 0.63 | 1.75 | 2.01 |
| Sortino Ratio ⓘ | 0.83 | 1.52 | 1.77 |