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 ⓘ | 29.53% | -1.54% | 29.80% |
| Price Trend ⓘ | 0.82 | -0.46 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.38% | 42.38% | 60.22% |
| Max Drawdown ⓘ | -18.99% | -48.79% | -53.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.94 | -0.08 | 0.43 |
| Calmar Ratio ⓘ | 1.55 | -0.03 | 0.55 |
| Sortino Ratio ⓘ | 1.59 | -0.13 | 0.71 |