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 ⓘ | -31.68% | 12.22% | 39.13% |
| Price Trend ⓘ | -0.56 | 0.42 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.09% | 42.17% | 66.14% |
| Max Drawdown ⓘ | -41.54% | -41.54% | -41.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.96 | 0.24 | 0.53 |
| Calmar Ratio ⓘ | -0.76 | 0.29 | 0.94 |
| Sortino Ratio ⓘ | -0.93 | 0.26 | 0.75 |