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 ⓘ | -20.92% | 12.39% | 62.51% |
| Price Trend ⓘ | -0.37 | 0.41 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.51% | 40.19% | 52.22% |
| Max Drawdown ⓘ | -24.46% | -32.04% | -32.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.79 | 0.26 | 1.12 |
| Calmar Ratio ⓘ | -0.86 | 0.39 | 1.95 |
| Sortino Ratio ⓘ | -1.53 | 0.46 | 1.98 |