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 ⓘ | -5.20% | 23.85% | 67.97% |
| Price Trend ⓘ | 0.13 | 0.76 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.34% | 22.76% | 30.37% |
| Max Drawdown ⓘ | -16.56% | -17.31% | -17.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | 0.97 | 2.11 |
| Calmar Ratio ⓘ | -0.31 | 1.38 | 3.93 |
| Sortino Ratio ⓘ | -0.70 | 1.78 | 3.97 |