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 ⓘ | -14.35% | 15.00% | 106.13% |
| Price Trend ⓘ | -0.43 | 0.29 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.79% | 38.93% | 49.92% |
| Max Drawdown ⓘ | -28.18% | -30.22% | -30.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | 0.34 | 2.05 |
| Calmar Ratio ⓘ | -0.51 | 0.50 | 3.51 |
| Sortino Ratio ⓘ | -0.78 | 0.43 | 2.54 |