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 ⓘ | 30.38% | 7.12% | -47.64% |
| Price Trend ⓘ | 0.46 | -0.04 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.29% | 29.67% | 45.46% |
| Max Drawdown ⓘ | -16.30% | -23.64% | -63.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | 0.18 | -1.13 |
| Calmar Ratio ⓘ | 1.86 | 0.30 | -0.75 |
| Sortino Ratio ⓘ | 3.47 | 0.36 | -1.36 |