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 ⓘ | 7.80% | 47.12% | -17.76% |
| Price Trend ⓘ | 0.53 | 0.38 | -0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.44% | 42.55% | 52.05% |
| Max Drawdown ⓘ | -29.94% | -29.94% | -52.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.21 | 1.06 | -0.42 |
| Calmar Ratio ⓘ | 0.26 | 1.57 | -0.34 |
| Sortino Ratio ⓘ | 0.40 | 2.13 | -0.69 |