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 ⓘ | 0.58% | 55.68% | 100.74% |
| Price Trend ⓘ | 0.10 | 0.91 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.87% | 28.77% | 41.47% |
| Max Drawdown ⓘ | -18.58% | -18.58% | -25.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | 1.87 | 2.33 |
| Calmar Ratio ⓘ | 0.03 | 3.00 | 3.98 |
| Sortino Ratio ⓘ | -0.02 | 2.95 | 2.95 |