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 ⓘ | -6.63% | 16.25% | 54.57% |
| Price Trend ⓘ | -0.86 | 0.69 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.54% | 11.90% | 16.42% |
| Max Drawdown ⓘ | -10.96% | -10.96% | -10.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | 1.21 | 3.08 |
| Calmar Ratio ⓘ | -0.60 | 1.48 | 4.98 |
| Sortino Ratio ⓘ | -1.48 | 2.09 | 5.70 |