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 ⓘ | 13.58% | -9.93% | 9.20% |
| Price Trend ⓘ | 0.41 | -0.03 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.03% | 45.02% | 59.27% |
| Max Drawdown ⓘ | -18.93% | -30.05% | -33.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | -0.27 | 0.08 |
| Calmar Ratio ⓘ | 0.72 | -0.33 | 0.27 |
| Sortino Ratio ⓘ | 0.76 | -0.45 | 0.14 |