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 ⓘ | 9.99% | -10.43% | 14.84% |
| Price Trend ⓘ | 0.78 | 0.43 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.21% | 36.76% | 48.63% |
| Max Drawdown ⓘ | -12.71% | -38.80% | -39.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | -0.34 | 0.21 |
| Calmar Ratio ⓘ | 0.79 | -0.27 | 0.38 |
| Sortino Ratio ⓘ | 0.61 | -0.46 | 0.29 |