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 ⓘ | -14.19% | 23.92% | 113.58% |
| Price Trend ⓘ | -0.24 | 0.50 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.30% | 36.37% | 46.25% |
| Max Drawdown ⓘ | -26.16% | -27.25% | -27.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | 0.61 | 2.37 |
| Calmar Ratio ⓘ | -0.54 | 0.88 | 4.17 |
| Sortino Ratio ⓘ | -0.93 | 0.80 | 2.96 |