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 ⓘ | 49.83% | 5.51% | 19.69% |
| Price Trend ⓘ | 0.98 | 0.79 | -0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.43% | 47.19% | 53.89% |
| Max Drawdown ⓘ | -6.24% | -57.29% | -58.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 3.16 | 0.07 | 0.28 |
| Calmar Ratio ⓘ | 7.99 | 0.10 | 0.34 |
| Sortino Ratio ⓘ | 6.71 | 0.06 | 0.28 |