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 ⓘ | -1.40% | 21.05% | 51.70% |
| Price Trend ⓘ | -0.11 | 0.73 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.90% | 32.84% | 53.15% |
| Max Drawdown ⓘ | -21.06% | -21.06% | -40.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.58 | 0.89 |
| Calmar Ratio ⓘ | -0.07 | 1.00 | 1.29 |
| Sortino Ratio ⓘ | -0.13 | 0.88 | 1.18 |