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 ⓘ | 37.32% | -8.32% | -22.55% |
| Price Trend ⓘ | 0.69 | -0.11 | -0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.11% | 30.69% | 53.46% |
| Max Drawdown ⓘ | -15.91% | -40.78% | -47.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.57 | -0.33 | -0.50 |
| Calmar Ratio ⓘ | 2.35 | -0.20 | -0.47 |
| Sortino Ratio ⓘ | 2.92 | -0.58 | -0.79 |