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 ⓘ | 1.04% | 6.16% | 36.57% |
| Price Trend ⓘ | -0.28 | 0.46 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.97% | 22.67% | 48.61% |
| Max Drawdown ⓘ | -17.43% | -17.43% | -35.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.00 | 0.18 | 0.67 |
| Calmar Ratio ⓘ | 0.06 | 0.35 | 1.02 |
| Sortino Ratio ⓘ | 0.01 | 0.29 | 0.87 |