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 ⓘ | -3.40% | 25.84% | 91.10% |
| Price Trend ⓘ | 0.32 | 0.50 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.55% | 26.31% | 34.15% |
| Max Drawdown ⓘ | -16.65% | -22.60% | -22.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | 0.91 | 2.55 |
| Calmar Ratio ⓘ | -0.20 | 1.14 | 4.03 |
| Sortino Ratio ⓘ | -0.44 | 1.40 | 3.84 |