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 ⓘ | 15.29% | -32.70% | 4.30% |
| Price Trend ⓘ | 0.82 | 0.04 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.53% | 51.88% | 69.79% |
| Max Drawdown ⓘ | -11.83% | -55.49% | -60.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | -0.67 | -0.00 |
| Calmar Ratio ⓘ | 1.29 | -0.59 | 0.07 |
| Sortino Ratio ⓘ | 0.97 | -0.86 | -0.00 |