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 ⓘ | -8.49% | 51.30% | 39.42% |
| Price Trend ⓘ | 0.09 | 0.81 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.82% | 37.26% | 46.02% |
| Max Drawdown ⓘ | -21.59% | -21.72% | -21.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 1.33 | 0.77 |
| Calmar Ratio ⓘ | -0.39 | 2.36 | 1.81 |
| Sortino Ratio ⓘ | -0.45 | 1.98 | 1.21 |