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 ⓘ | -20.51% | 8.38% | 66.06% |
| Price Trend ⓘ | -0.73 | 0.42 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.91% | 34.35% | 42.98% |
| Max Drawdown ⓘ | -31.24% | -31.24% | -31.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | 0.19 | 1.44 |
| Calmar Ratio ⓘ | -0.66 | 0.27 | 2.11 |
| Sortino Ratio ⓘ | -1.30 | 0.25 | 1.84 |