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 ⓘ | -27.13% | 4.72% | 42.98% |
| Price Trend ⓘ | -0.94 | 0.26 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.31% | 28.74% | 34.26% |
| Max Drawdown ⓘ | -30.64% | -30.64% | -30.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.53 | 0.10 | 1.14 |
| Calmar Ratio ⓘ | -0.89 | 0.15 | 1.40 |
| Sortino Ratio ⓘ | -1.87 | 0.13 | 1.56 |