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 ⓘ | 8.02% | -2.15% | 67.61% |
| Price Trend ⓘ | 0.81 | 0.82 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.15% | 41.09% | 66.23% |
| Max Drawdown ⓘ | -10.50% | -46.75% | -50.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | -0.10 | 0.95 |
| Calmar Ratio ⓘ | 0.76 | -0.05 | 1.33 |
| Sortino Ratio ⓘ | 0.71 | -0.14 | 1.29 |