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 ⓘ | 1.81% | 57.04% | 29.61% |
| Price Trend ⓘ | -0.50 | 0.56 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.74% | 54.75% | 72.80% |
| Max Drawdown ⓘ | -30.69% | -30.69% | -45.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | 1.01 | 0.35 |
| Calmar Ratio ⓘ | 0.06 | 1.86 | 0.65 |
| Sortino Ratio ⓘ | 0.04 | 2.27 | 0.53 |