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 ⓘ | -4.83% | 9.85% | 45.79% |
| Price Trend ⓘ | -0.50 | 0.31 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.19% | 24.24% | 43.93% |
| Max Drawdown ⓘ | -20.50% | -22.46% | -39.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | 0.32 | 0.95 |
| Calmar Ratio ⓘ | -0.24 | 0.44 | 1.16 |
| Sortino Ratio ⓘ | -0.49 | 0.48 | 1.45 |