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 ⓘ | 71.02% | 25.70% | 33.33% |
| Price Trend ⓘ | 0.82 | -0.34 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.13% | 80.91% | 101.41% |
| Max Drawdown ⓘ | -30.25% | -71.27% | -71.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.84 | 0.29 | 0.29 |
| Calmar Ratio ⓘ | 2.35 | 0.36 | 0.47 |
| Sortino Ratio ⓘ | 3.40 | 0.34 | 0.36 |