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 ⓘ | -17.81% | 20.76% | 92.54% |
| Price Trend ⓘ | -0.55 | 0.30 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.57% | 40.95% | 49.51% |
| Max Drawdown ⓘ | -32.92% | -32.92% | -32.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.65 | 0.46 | 1.79 |
| Calmar Ratio ⓘ | -0.54 | 0.63 | 2.81 |
| Sortino Ratio ⓘ | -0.94 | 0.58 | 2.23 |