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 ⓘ | 4.82% | 41.85% | 31.76% |
| Price Trend ⓘ | -0.35 | 0.63 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.48% | 48.25% | 97.94% |
| Max Drawdown ⓘ | -36.38% | -36.38% | -58.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 0.82 | 0.28 |
| Calmar Ratio ⓘ | 0.13 | 1.15 | 0.54 |
| Sortino Ratio ⓘ | 0.21 | 1.63 | 0.49 |