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 ⓘ | 0.01% | -1.01% | 55.36% |
| Price Trend ⓘ | 0.25 | -0.50 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.99% | 35.36% | 47.06% |
| Max Drawdown ⓘ | -15.63% | -32.67% | -32.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | -0.09 | 1.08 |
| Calmar Ratio ⓘ | 0.00 | -0.03 | 1.69 |
| Sortino Ratio ⓘ | -0.13 | -0.12 | 1.66 |