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 ⓘ | 18.60% | -5.13% | 52.35% |
| Price Trend ⓘ | 0.81 | 0.30 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.97% | 43.78% | 50.06% |
| Max Drawdown ⓘ | -11.67% | -44.70% | -47.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | -0.17 | 0.95 |
| Calmar Ratio ⓘ | 1.59 | -0.11 | 1.09 |
| Sortino Ratio ⓘ | 1.53 | -0.28 | 1.60 |