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 ⓘ | -21.04% | 2.24% | 39.64% |
| Price Trend ⓘ | 0.03 | -0.30 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.16% | 35.60% | 44.09% |
| Max Drawdown ⓘ | -35.37% | -39.12% | -39.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | 0.01 | 0.81 |
| Calmar Ratio ⓘ | -0.59 | 0.06 | 1.01 |
| Sortino Ratio ⓘ | -2.10 | 0.03 | 1.84 |