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 ⓘ | -6.30% | 47.79% | 25.61% |
| Price Trend ⓘ | -0.37 | 0.79 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.61% | 35.73% | 57.07% |
| Max Drawdown ⓘ | -27.53% | -27.53% | -50.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | 1.28 | 0.37 |
| Calmar Ratio ⓘ | -0.23 | 1.74 | 0.51 |
| Sortino Ratio ⓘ | -0.41 | 2.01 | 0.45 |