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 ⓘ | 4.03% | 33.40% | 2.68% |
| Price Trend ⓘ | -0.13 | 0.76 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.07% | 29.45% | 50.84% |
| Max Drawdown ⓘ | -10.70% | -11.68% | -47.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.16 | 1.06 | -0.03 |
| Calmar Ratio ⓘ | 0.38 | 2.86 | 0.06 |
| Sortino Ratio ⓘ | 0.31 | 2.11 | -0.05 |