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 ⓘ | 6.61% | -2.99% | 40.23% |
| Price Trend ⓘ | 0.51 | -0.43 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.23% | 34.35% | 53.30% |
| Max Drawdown ⓘ | -15.13% | -27.53% | -33.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | -0.14 | 0.68 |
| Calmar Ratio ⓘ | 0.44 | -0.11 | 1.21 |
| Sortino Ratio ⓘ | 0.40 | -0.22 | 1.00 |