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 ⓘ | 9.16% | -10.54% | 32.56% |
| Price Trend ⓘ | 0.33 | -0.52 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.96% | 36.39% | 46.46% |
| Max Drawdown ⓘ | -21.48% | -37.44% | -37.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | -0.34 | 0.62 |
| Calmar Ratio ⓘ | 0.43 | -0.28 | 0.87 |
| Sortino Ratio ⓘ | 0.52 | -0.46 | 0.91 |