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 ⓘ | -22.95% | 12.03% | 40.03% |
| Price Trend ⓘ | -0.86 | 0.07 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.18% | 27.86% | 43.72% |
| Max Drawdown ⓘ | -26.38% | -26.38% | -26.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.25 | 0.36 | 0.82 |
| Calmar Ratio ⓘ | -0.87 | 0.46 | 1.52 |
| Sortino Ratio ⓘ | -1.49 | 0.53 | 1.23 |