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 ⓘ | 10.62% | -10.52% | 3.06% |
| Price Trend ⓘ | 0.65 | -0.50 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.34% | 24.61% | 40.97% |
| Max Drawdown ⓘ | -14.46% | -28.06% | -29.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | -0.51 | -0.03 |
| Calmar Ratio ⓘ | 0.73 | -0.37 | 0.10 |
| Sortino Ratio ⓘ | 0.97 | -0.58 | -0.03 |