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 ⓘ | 11.14% | 6.96% | 73.50% |
| Price Trend ⓘ | 0.56 | -0.52 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.93% | 33.63% | 49.96% |
| Max Drawdown ⓘ | -19.32% | -27.70% | -27.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.15 | 1.39 |
| Calmar Ratio ⓘ | 0.58 | 0.25 | 2.65 |
| Sortino Ratio ⓘ | 0.55 | 0.20 | 2.25 |