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 ⓘ | 9.71% | 45.08% | -1.12% |
| Price Trend ⓘ | -0.12 | 0.84 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.69% | 41.69% | 83.23% |
| Max Drawdown ⓘ | -18.01% | -18.72% | -51.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | 1.03 | -0.06 |
| Calmar Ratio ⓘ | 0.54 | 2.41 | -0.02 |
| Sortino Ratio ⓘ | 0.47 | 1.95 | -0.08 |