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 ⓘ | -10.35% | -2.90% | 30.95% |
| Price Trend ⓘ | -0.87 | -0.10 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.85% | 19.86% | 29.76% |
| Max Drawdown ⓘ | -20.42% | -20.42% | -20.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | -0.24 | 0.91 |
| Calmar Ratio ⓘ | -0.51 | -0.14 | 1.52 |
| Sortino Ratio ⓘ | -1.25 | -0.36 | 1.47 |