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 ⓘ | 25.32% | -9.10% | -33.76% |
| Price Trend ⓘ | 0.61 | -0.25 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.89% | 34.11% | 52.32% |
| Max Drawdown ⓘ | -14.56% | -39.68% | -55.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | -0.32 | -0.72 |
| Calmar Ratio ⓘ | 1.74 | -0.23 | -0.61 |
| Sortino Ratio ⓘ | 1.82 | -0.55 | -1.13 |