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 ⓘ | 9.76% | 12.08% | -42.98% |
| Price Trend ⓘ | -0.11 | 0.60 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.27% | 26.89% | 48.29% |
| Max Drawdown ⓘ | -16.44% | -27.10% | -60.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | 0.37 | -0.98 |
| Calmar Ratio ⓘ | 0.59 | 0.45 | -0.71 |
| Sortino Ratio ⓘ | 1.06 | 0.58 | -1.00 |