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 ⓘ | 39.09% | 2.22% | -9.40% |
| Price Trend ⓘ | 0.92 | 0.10 | -0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.98% | 29.15% | 42.08% |
| Max Drawdown ⓘ | -11.46% | -30.11% | -37.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.74 | 0.01 | -0.32 |
| Calmar Ratio ⓘ | 3.41 | 0.07 | -0.25 |
| Sortino Ratio ⓘ | 3.52 | 0.01 | -0.45 |