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 ⓘ | 12.88% | 22.94% | 143.97% |
| Price Trend ⓘ | 0.47 | 0.45 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.63% | 51.74% | 112.80% |
| Max Drawdown ⓘ | -17.98% | -21.14% | -55.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.33 | 0.41 | 1.24 |
| Calmar Ratio ⓘ | 0.72 | 1.09 | 2.62 |
| Sortino Ratio ⓘ | 0.60 | 0.66 | 1.66 |