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 ⓘ | 80.26% | 45.74% | N/A |
| Price Trend ⓘ | 0.37 | 0.63 | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 62.51% | 74.27% | N/A |
| Max Drawdown ⓘ | -35.94% | -43.49% | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.27 | 0.59 | N/A |
| Calmar Ratio ⓘ | 2.23 | 1.05 | N/A |
| Sortino Ratio ⓘ | 2.50 | 1.12 | N/A |