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 ⓘ | 1.08% | 60.37% | 83.20% |
| Price Trend ⓘ | -0.39 | 0.80 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.61% | 38.08% | 60.17% |
| Max Drawdown ⓘ | -20.37% | -20.37% | -33.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.00 | 1.53 | 1.31 |
| Calmar Ratio ⓘ | 0.05 | 2.96 | 2.46 |
| Sortino Ratio ⓘ | 0.01 | 3.01 | 1.65 |