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 ⓘ | 13.90% | 67.62% | 252.06% |
| Price Trend ⓘ | 0.19 | 0.77 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 60.29% | 78.30% | 122.28% |
| Max Drawdown ⓘ | -50.75% | -50.75% | -64.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.21 | 0.84 | 2.03 |
| Calmar Ratio ⓘ | 0.27 | 1.33 | 3.92 |
| Sortino Ratio ⓘ | 0.39 | 1.70 | 3.94 |