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 ⓘ | -9.10% | 12.46% | 40.52% |
| Price Trend ⓘ | -0.70 | 0.42 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.21% | 22.69% | 26.60% |
| Max Drawdown ⓘ | -18.20% | -19.14% | -19.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | 0.47 | 1.37 |
| Calmar Ratio ⓘ | -0.50 | 0.65 | 2.12 |
| Sortino Ratio ⓘ | -1.02 | 0.54 | 1.59 |