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 ⓘ | 0.47% | 44.92% | 11.32% |
| Price Trend ⓘ | -0.14 | 0.55 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.45% | 44.77% | 63.45% |
| Max Drawdown ⓘ | -35.80% | -35.80% | -43.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.96 | 0.11 |
| Calmar Ratio ⓘ | 0.01 | 1.25 | 0.26 |
| Sortino Ratio ⓘ | -0.03 | 1.77 | 0.21 |