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 ⓘ | 0.42% | 54.94% | 135.09% |
| Price Trend ⓘ | 0.05 | 0.87 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.53% | 32.07% | 51.09% |
| Max Drawdown ⓘ | -23.35% | -23.35% | -23.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 1.65 | 2.56 |
| Calmar Ratio ⓘ | 0.02 | 2.35 | 5.79 |
| Sortino Ratio ⓘ | -0.02 | 2.02 | 4.11 |