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 ⓘ | -6.32% | 12.62% | 53.73% |
| Price Trend ⓘ | -0.06 | -0.15 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.41% | 23.32% | 34.49% |
| Max Drawdown ⓘ | -11.98% | -16.00% | -16.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.46 | 1.44 |
| Calmar Ratio ⓘ | -0.53 | 0.79 | 3.36 |
| Sortino Ratio ⓘ | -0.77 | 0.81 | 2.50 |