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 ⓘ | 20.64% | -13.88% | 19.07% |
| Price Trend ⓘ | 0.80 | -0.49 | -0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.87% | 39.33% | 62.38% |
| Max Drawdown ⓘ | -15.18% | -39.32% | -58.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | -0.40 | 0.24 |
| Calmar Ratio ⓘ | 1.36 | -0.35 | 0.33 |
| Sortino Ratio ⓘ | 1.62 | -0.69 | 0.49 |