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 ⓘ | 6.95% | -4.92% | 59.64% |
| Price Trend ⓘ | -0.41 | 0.37 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.39% | 44.74% | 73.07% |
| Max Drawdown ⓘ | -32.05% | -32.05% | -32.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | -0.15 | 0.76 |
| Calmar Ratio ⓘ | 0.22 | -0.15 | 1.86 |
| Sortino Ratio ⓘ | 0.25 | -0.20 | 1.00 |