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 ⓘ | 4.47% | -5.47% | 30.98% |
| Price Trend ⓘ | -0.49 | 0.13 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.40% | 33.13% | 47.15% |
| Max Drawdown ⓘ | -22.23% | -23.39% | -25.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.18 | -0.23 | 0.56 |
| Calmar Ratio ⓘ | 0.20 | -0.23 | 1.22 |
| Sortino Ratio ⓘ | 0.29 | -0.38 | 0.98 |