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 ⓘ | -17.15% | 16.06% | 83.74% |
| Price Trend ⓘ | -0.56 | 0.29 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.22% | 37.24% | 45.37% |
| Max Drawdown ⓘ | -30.84% | -30.84% | -30.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | 0.38 | 1.76 |
| Calmar Ratio ⓘ | -0.56 | 0.52 | 2.72 |
| Sortino Ratio ⓘ | -0.98 | 0.47 | 2.16 |