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 ⓘ | -2.12% | 19.23% | 83.91% |
| Price Trend ⓘ | -0.28 | 0.37 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.47% | 29.10% | 41.94% |
| Max Drawdown ⓘ | -17.07% | -20.07% | -20.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.14 | 0.60 | 1.91 |
| Calmar Ratio ⓘ | -0.12 | 0.96 | 4.18 |
| Sortino Ratio ⓘ | -0.20 | 0.67 | 2.85 |