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 ⓘ | 31.30% | 100.86% | 31.03% |
| Price Trend ⓘ | 0.63 | 0.67 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.51% | 49.51% | 72.69% |
| Max Drawdown ⓘ | -19.06% | -22.54% | -56.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | 2.00 | 0.37 |
| Calmar Ratio ⓘ | 1.64 | 4.47 | 0.55 |
| Sortino Ratio ⓘ | 2.08 | 4.79 | 0.62 |