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 ⓘ | 15.27% | 101.00% | 42.79% |
| Price Trend ⓘ | 0.06 | 0.88 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 39.08% | 50.22% | 71.39% |
| Max Drawdown ⓘ | -34.89% | -34.89% | -53.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 1.97 | 0.54 |
| Calmar Ratio ⓘ | 0.44 | 2.90 | 0.80 |
| Sortino Ratio ⓘ | 0.67 | 3.51 | 1.01 |