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 ⓘ | -6.71% | 26.94% | 29.93% |
| Price Trend ⓘ | -0.60 | 0.43 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.91% | 41.10% | 83.88% |
| Max Drawdown ⓘ | -40.74% | -40.74% | -60.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | 0.61 | 0.31 |
| Calmar Ratio ⓘ | -0.16 | 0.66 | 0.49 |
| Sortino Ratio ⓘ | -0.37 | 0.91 | 0.38 |