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 ⓘ | -17.63% | 3.65% | 47.10% |
| Price Trend ⓘ | -0.58 | -0.20 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.35% | 42.75% | 61.92% |
| Max Drawdown ⓘ | -33.36% | -35.80% | -41.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | 0.04 | 0.69 |
| Calmar Ratio ⓘ | -0.53 | 0.10 | 1.15 |
| Sortino Ratio ⓘ | -1.19 | 0.07 | 1.32 |