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 ⓘ | 12.79% | 20.99% | 127.13% |
| Price Trend ⓘ | 0.65 | 0.90 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.49% | 59.94% | 70.99% |
| Max Drawdown ⓘ | -16.08% | -42.31% | -43.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | 0.31 | 1.73 |
| Calmar Ratio ⓘ | 0.80 | 0.50 | 2.95 |
| Sortino Ratio ⓘ | 0.77 | 0.40 | 2.25 |