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 ⓘ | 1.32% | 45.40% | 192.36% |
| Price Trend ⓘ | 0.59 | 0.84 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.19% | 43.10% | 61.85% |
| Max Drawdown ⓘ | -21.62% | -21.62% | -21.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | 1.01 | 3.05 |
| Calmar Ratio ⓘ | 0.06 | 2.10 | 8.90 |
| Sortino Ratio ⓘ | 0.03 | 1.69 | 4.75 |