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 ⓘ | 2.51% | 2.97% | 84.34% |
| Price Trend ⓘ | -0.11 | -0.62 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.22% | 36.07% | 59.08% |
| Max Drawdown ⓘ | -24.34% | -28.89% | -28.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.05 | 0.03 | 1.36 |
| Calmar Ratio ⓘ | 0.10 | 0.10 | 2.92 |
| Sortino Ratio ⓘ | 0.08 | 0.04 | 1.99 |