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 ⓘ | 5.34% | 31.59% | 13.64% |
| Price Trend ⓘ | -0.50 | 0.29 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.11% | 63.58% | 84.07% |
| Max Drawdown ⓘ | -42.01% | -42.01% | -42.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.10 | 0.46 | 0.11 |
| Calmar Ratio ⓘ | 0.13 | 0.75 | 0.32 |
| Sortino Ratio ⓘ | 0.16 | 0.72 | 0.19 |