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 ⓘ | 7.67% | 13.57% | -18.17% |
| Price Trend ⓘ | 0.36 | 0.66 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.66% | 52.01% | 58.35% |
| Max Drawdown ⓘ | -19.01% | -44.62% | -56.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | 0.22 | -0.39 |
| Calmar Ratio ⓘ | 0.40 | 0.30 | -0.32 |
| Sortino Ratio ⓘ | 0.49 | 0.31 | -0.54 |