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 ⓘ | 4.87% | 8.43% | 395.96% |
| Price Trend ⓘ | 0.10 | 0.85 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 50.25% | 76.25% | 126.30% |
| Max Drawdown ⓘ | -23.69% | -46.49% | -64.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | 0.08 | 3.10 |
| Calmar Ratio ⓘ | 0.21 | 0.18 | 6.17 |
| Sortino Ratio ⓘ | 0.17 | 0.17 | 5.26 |