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 ⓘ | 11.21% | 128.24% | 149.14% |
| Price Trend ⓘ | -0.08 | 0.65 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.56% | 53.33% | 74.31% |
| Max Drawdown ⓘ | -34.89% | -34.89% | -51.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.24 | 2.37 | 1.95 |
| Calmar Ratio ⓘ | 0.32 | 3.68 | 2.91 |
| Sortino Ratio ⓘ | 0.45 | 4.33 | 3.64 |