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 ⓘ | 4.93% | 85.07% | 154.53% |
| Price Trend ⓘ | -0.36 | 0.80 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.45% | 75.21% | 111.58% |
| Max Drawdown ⓘ | -38.54% | -38.54% | -58.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 1.10 | 1.35 |
| Calmar Ratio ⓘ | 0.13 | 2.21 | 2.65 |
| Sortino Ratio ⓘ | 0.19 | 2.89 | 2.10 |