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 ⓘ | -16.52% | 10.92% | 40.20% |
| Price Trend ⓘ | 0.23 | 0.78 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.12% | 40.05% | 62.06% |
| Max Drawdown ⓘ | -46.09% | -46.09% | -46.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | 0.23 | 0.58 |
| Calmar Ratio ⓘ | -0.36 | 0.24 | 0.87 |
| Sortino Ratio ⓘ | -0.71 | 0.32 | 0.79 |