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 ⓘ | 4.91% | 106.85% | 102.48% |
| Price Trend ⓘ | 0.06 | 0.90 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.84% | 74.64% | 92.10% |
| Max Drawdown ⓘ | -25.66% | -28.16% | -41.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 1.40 | 1.06 |
| Calmar Ratio ⓘ | 0.19 | 3.79 | 2.47 |
| Sortino Ratio ⓘ | 0.23 | 4.02 | 1.95 |