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 ⓘ | 6.59% | -24.18% | 61.81% |
| Price Trend ⓘ | 0.64 | -0.29 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.81% | 43.71% | 50.88% |
| Max Drawdown ⓘ | -11.05% | -46.46% | -46.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | -0.60 | 1.13 |
| Calmar Ratio ⓘ | 0.60 | -0.52 | 1.33 |
| Sortino Ratio ⓘ | 0.45 | -0.90 | 1.68 |