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 ⓘ | -14.72% | 8.34% | 60.28% |
| Price Trend ⓘ | -0.76 | -0.03 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.10% | 34.07% | 50.38% |
| Max Drawdown ⓘ | -25.26% | -25.26% | -31.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | 0.19 | 1.12 |
| Calmar Ratio ⓘ | -0.58 | 0.33 | 1.94 |
| Sortino Ratio ⓘ | -0.82 | 0.29 | 1.70 |