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 ⓘ | 5.60% | 44.39% | 183.32% |
| Price Trend ⓘ | 0.28 | 0.85 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 40.02% | 53.48% | 65.35% |
| Max Drawdown ⓘ | -30.88% | -30.88% | -30.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 0.80 | 2.74 |
| Calmar Ratio ⓘ | 0.18 | 1.44 | 5.94 |
| Sortino Ratio ⓘ | 0.23 | 1.29 | 4.14 |