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 ⓘ | 8.41% | 82.89% | 21.53% |
| Price Trend ⓘ | 0.01 | 0.75 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.36% | 57.04% | 85.89% |
| Max Drawdown ⓘ | -44.74% | -44.74% | -55.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 1.42 | 0.20 |
| Calmar Ratio ⓘ | 0.19 | 1.85 | 0.39 |
| Sortino Ratio ⓘ | 0.29 | 2.12 | 0.32 |