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 ⓘ | 36.88% | 65.71% | -41.94% |
| Price Trend ⓘ | 0.84 | 0.72 | -0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 49.86% | 75.12% | 107.54% |
| Max Drawdown ⓘ | -26.94% | -36.38% | -79.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.72 | 0.85 | -0.43 |
| Calmar Ratio ⓘ | 1.37 | 1.81 | -0.53 |
| Sortino Ratio ⓘ | 1.13 | 1.34 | -0.68 |