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 ⓘ | -1.38% | 18.50% | 51.51% |
| Price Trend ⓘ | 0.42 | -0.07 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.94% | 36.35% | 49.28% |
| Max Drawdown ⓘ | -21.54% | -34.41% | -34.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | 0.46 | 0.96 |
| Calmar Ratio ⓘ | -0.06 | 0.54 | 1.50 |
| Sortino Ratio ⓘ | -0.17 | 0.91 | 1.70 |