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 ⓘ | 5.99% | -1.85% | 3.86% |
| Price Trend ⓘ | -0.19 | -0.47 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.89% | 42.92% | 55.46% |
| Max Drawdown ⓘ | -30.77% | -41.70% | -41.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | -0.09 | -0.00 |
| Calmar Ratio ⓘ | 0.19 | -0.04 | 0.09 |
| Sortino Ratio ⓘ | 0.28 | -0.13 | -0.01 |