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 ⓘ | -2.50% | 56.80% | 58.97% |
| Price Trend ⓘ | -0.02 | 0.72 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.65% | 34.87% | 47.01% |
| Max Drawdown ⓘ | -24.30% | -24.30% | -24.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | 1.58 | 1.17 |
| Calmar Ratio ⓘ | -0.10 | 2.34 | 2.38 |
| Sortino Ratio ⓘ | -0.17 | 2.13 | 1.40 |