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 ⓘ | 5.73% | 78.67% | 80.49% |
| Price Trend ⓘ | -0.46 | 0.75 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.56% | 47.99% | 76.06% |
| Max Drawdown ⓘ | -25.38% | -25.38% | -40.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | 1.60 | 1.00 |
| Calmar Ratio ⓘ | 0.23 | 3.10 | 1.97 |
| Sortino Ratio ⓘ | 0.25 | 3.20 | 1.88 |