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 ⓘ | 23.13% | 24.84% | 83.37% |
| Price Trend ⓘ | 0.28 | -0.31 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.61% | 62.54% | 84.62% |
| Max Drawdown ⓘ | -37.32% | -47.57% | -47.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.49 | 0.37 | 0.94 |
| Calmar Ratio ⓘ | 0.62 | 0.52 | 1.75 |
| Sortino Ratio ⓘ | 0.85 | 0.63 | 1.57 |