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 ⓘ | 13.72% | -11.65% | 3.54% |
| Price Trend ⓘ | 0.61 | -0.68 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.01% | 47.85% | 56.01% |
| Max Drawdown ⓘ | -17.53% | -40.53% | -40.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | -0.28 | -0.01 |
| Calmar Ratio ⓘ | 0.78 | -0.29 | 0.09 |
| Sortino Ratio ⓘ | 1.06 | -0.26 | -0.01 |