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 ⓘ | 52.42% | -8.30% | -31.65% |
| Price Trend ⓘ | 0.89 | -0.61 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.95% | 39.30% | 44.91% |
| Max Drawdown ⓘ | -6.88% | -43.25% | -59.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.46 | -0.26 | -0.80 |
| Calmar Ratio ⓘ | 7.62 | -0.19 | -0.54 |
| Sortino Ratio ⓘ | 6.51 | -0.25 | -0.80 |