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 ⓘ | 3.21% | -7.90% | 129.39% |
| Price Trend ⓘ | -0.41 | 0.50 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.57% | 38.37% | 50.16% |
| Max Drawdown ⓘ | -17.42% | -21.93% | -31.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | -0.26 | 2.49 |
| Calmar Ratio ⓘ | 0.18 | -0.36 | 4.05 |
| Sortino Ratio ⓘ | 0.17 | -0.34 | 3.58 |