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 ⓘ | 27.64% | 7.69% | 86.04% |
| Price Trend ⓘ | 0.88 | 0.68 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.88% | 50.32% | 61.00% |
| Max Drawdown ⓘ | -10.10% | -39.77% | -40.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 0.11 | 1.34 |
| Calmar Ratio ⓘ | 2.74 | 0.19 | 2.12 |
| Sortino Ratio ⓘ | 2.78 | 0.18 | 2.24 |