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 ⓘ | 12.75% | 51.36% | -11.25% |
| Price Trend ⓘ | 0.35 | 0.73 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.55% | 54.63% | 84.15% |
| Max Drawdown ⓘ | -35.68% | -35.68% | -64.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | 0.90 | -0.18 |
| Calmar Ratio ⓘ | 0.36 | 1.44 | -0.17 |
| Sortino Ratio ⓘ | 0.59 | 1.42 | -0.23 |