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 ⓘ | 13.66% | 37.86% | -4.88% |
| Price Trend ⓘ | 0.71 | 0.71 | -0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.38% | 40.08% | 73.09% |
| Max Drawdown ⓘ | -18.20% | -23.76% | -60.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.89 | -0.12 |
| Calmar Ratio ⓘ | 0.75 | 1.59 | -0.08 |
| Sortino Ratio ⓘ | 0.46 | 1.13 | -0.16 |