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 ⓘ | 11.47% | -17.79% | 31.02% |
| Price Trend ⓘ | 0.57 | -0.06 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.80% | 46.30% | 55.32% |
| Max Drawdown ⓘ | -14.76% | -43.31% | -51.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | -0.43 | 0.48 |
| Calmar Ratio ⓘ | 0.78 | -0.41 | 0.60 |
| Sortino Ratio ⓘ | 0.58 | -0.64 | 0.72 |