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 ⓘ | 2.90% | 18.17% | 36.33% |
| Price Trend ⓘ | -0.56 | 0.47 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.43% | 54.12% | 64.31% |
| Max Drawdown ⓘ | -38.84% | -38.84% | -38.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.05 | 0.30 | 0.50 |
| Calmar Ratio ⓘ | 0.07 | 0.47 | 0.94 |
| Sortino Ratio ⓘ | 0.13 | 0.74 | 1.15 |