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 ⓘ | 2.57% | 72.30% | -1.87% |
| Price Trend ⓘ | 0.57 | 0.91 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.86% | 48.41% | 68.80% |
| Max Drawdown ⓘ | -14.10% | -17.76% | -58.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 1.45 | -0.09 |
| Calmar Ratio ⓘ | 0.18 | 4.07 | -0.03 |
| Sortino Ratio ⓘ | 0.16 | 3.92 | -0.12 |