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 ⓘ | -7.49% | 23.26% | 64.80% |
| Price Trend ⓘ | -0.57 | 0.35 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.94% | 34.29% | 37.69% |
| Max Drawdown ⓘ | -21.83% | -29.70% | -29.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.62 | 1.61 |
| Calmar Ratio ⓘ | -0.34 | 0.78 | 2.18 |
| Sortino Ratio ⓘ | -0.68 | 0.64 | 1.66 |