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 ⓘ | -10.60% | 34.29% | 67.25% |
| Price Trend ⓘ | -0.64 | 0.66 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.50% | 27.84% | 40.84% |
| Max Drawdown ⓘ | -19.21% | -19.21% | -19.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | 1.17 | 1.55 |
| Calmar Ratio ⓘ | -0.55 | 1.79 | 3.50 |
| Sortino Ratio ⓘ | -0.68 | 1.68 | 1.83 |