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 ⓘ | 30.72% | 4.30% | 48.10% |
| Price Trend ⓘ | 0.97 | 0.64 | 0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.45% | 60.70% | 71.52% |
| Max Drawdown ⓘ | -7.65% | -56.84% | -58.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.61 | 0.04 | 0.61 |
| Calmar Ratio ⓘ | 4.02 | 0.08 | 0.83 |
| Sortino Ratio ⓘ | 2.60 | 0.05 | 0.80 |