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 ⓘ | 40.04% | 25.69% | 195.32% |
| Price Trend ⓘ | 0.80 | 0.09 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 51.08% | 65.76% | 84.66% |
| Max Drawdown ⓘ | -29.22% | -53.59% | -53.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | 0.36 | 2.26 |
| Calmar Ratio ⓘ | 1.37 | 0.48 | 3.64 |
| Sortino Ratio ⓘ | 1.48 | 0.69 | 3.93 |