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 ⓘ | 14.12% | 48.81% | 206.58% |
| Price Trend ⓘ | 0.20 | -0.11 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.46% | 77.55% | 104.09% |
| Max Drawdown ⓘ | -32.06% | -45.47% | -45.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | 0.60 | 1.95 |
| Calmar Ratio ⓘ | 0.44 | 1.07 | 4.54 |
| Sortino Ratio ⓘ | 0.56 | 1.47 | 4.05 |