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 ⓘ | -12.85% | 21.28% | 98.71% |
| Price Trend ⓘ | -0.51 | -0.32 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.82% | 42.98% | 64.05% |
| Max Drawdown ⓘ | -41.54% | -41.54% | -41.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | 0.45 | 1.48 |
| Calmar Ratio ⓘ | -0.31 | 0.51 | 2.38 |
| Sortino Ratio ⓘ | -0.38 | 0.48 | 2.08 |