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 ⓘ | -10.90% | 15.12% | 81.01% |
| Price Trend ⓘ | 0.21 | 0.59 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.50% | 38.44% | 50.82% |
| Max Drawdown ⓘ | -19.77% | -26.73% | -28.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.45 | 0.35 | 1.52 |
| Calmar Ratio ⓘ | -0.55 | 0.57 | 2.85 |
| Sortino Ratio ⓘ | -0.89 | 0.62 | 2.73 |