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 ⓘ | 29.73% | -29.12% | 68.31% |
| Price Trend ⓘ | 0.74 | 0.54 | 0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.03% | 61.17% | 97.55% |
| Max Drawdown ⓘ | -26.80% | -58.13% | -60.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | -0.51 | 0.65 |
| Calmar Ratio ⓘ | 1.11 | -0.50 | 1.12 |
| Sortino Ratio ⓘ | 0.99 | -0.71 | 1.16 |