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 ⓘ | 16.70% | 5.36% | -1.65% |
| Price Trend ⓘ | -0.14 | 0.43 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.67% | 30.71% | 50.72% |
| Max Drawdown ⓘ | -15.23% | -24.08% | -42.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.89 | 0.11 | -0.11 |
| Calmar Ratio ⓘ | 1.10 | 0.22 | -0.04 |
| Sortino Ratio ⓘ | 1.59 | 0.23 | -0.18 |