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 ⓘ | 3.63% | 64.74% | 67.66% |
| Price Trend ⓘ | 0.36 | 0.89 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.15% | 32.73% | 43.31% |
| Max Drawdown ⓘ | -15.63% | -15.63% | -15.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | 1.92 | 1.47 |
| Calmar Ratio ⓘ | 0.23 | 4.14 | 4.33 |
| Sortino Ratio ⓘ | 0.17 | 3.06 | 2.38 |