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 ⓘ | 31.51% | 28.80% | -31.03% |
| Price Trend ⓘ | 0.89 | 0.46 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.91% | 61.13% | 82.02% |
| Max Drawdown ⓘ | -16.01% | -45.14% | -63.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 0.44 | -0.43 |
| Calmar Ratio ⓘ | 1.97 | 0.64 | -0.49 |
| Sortino Ratio ⓘ | 2.32 | 0.43 | -0.49 |