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 ⓘ | 41.86% | -28.47% | 17.94% |
| Price Trend ⓘ | 0.91 | -0.74 | -0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.07% | 57.02% | 75.71% |
| Max Drawdown ⓘ | -19.39% | -65.37% | -65.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.32 | -0.53 | 0.18 |
| Calmar Ratio ⓘ | 2.16 | -0.44 | 0.27 |
| Sortino Ratio ⓘ | 2.82 | -0.58 | 0.24 |