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 ⓘ | 9.41% | 116.32% | 82.63% |
| Price Trend ⓘ | 0.42 | 0.92 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.71% | 40.96% | 64.35% |
| Max Drawdown ⓘ | -22.66% | -22.66% | -47.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 2.79 | 1.22 |
| Calmar Ratio ⓘ | 0.42 | 5.13 | 1.75 |
| Sortino Ratio ⓘ | 0.37 | 4.13 | 1.82 |