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 ⓘ | 7.80% | 79.87% | 120.87% |
| Price Trend ⓘ | 0.28 | 0.79 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.59% | 38.04% | 51.28% |
| Max Drawdown ⓘ | -15.79% | -15.79% | -15.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 2.05 | 2.28 |
| Calmar Ratio ⓘ | 0.49 | 5.06 | 7.65 |
| Sortino Ratio ⓘ | 0.42 | 3.51 | 4.09 |