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 ⓘ | 78.89% | 39.78% | N/A |
| Price Trend ⓘ | 0.84 | 0.83 | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.85% | 72.44% | N/A |
| Max Drawdown ⓘ | -19.93% | -56.63% | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.77 | 0.52 | N/A |
| Calmar Ratio ⓘ | 3.96 | 0.70 | N/A |
| Sortino Ratio ⓘ | 4.23 | 0.92 | N/A |