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 ⓘ | -1.59% | 51.97% | 81.76% |
| Price Trend ⓘ | -0.24 | 0.84 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.67% | 25.49% | 42.74% |
| Max Drawdown ⓘ | -13.79% | -13.79% | -22.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | 1.96 | 1.81 |
| Calmar Ratio ⓘ | -0.12 | 3.77 | 3.58 |
| Sortino Ratio ⓘ | -0.21 | 3.52 | 2.85 |