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 ⓘ | -5.31% | 11.79% | 37.77% |
| Price Trend ⓘ | -0.75 | 0.08 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.61% | 41.25% | 72.53% |
| Max Drawdown ⓘ | -26.62% | -26.62% | -43.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 0.24 | 0.46 |
| Calmar Ratio ⓘ | -0.20 | 0.44 | 0.88 |
| Sortino Ratio ⓘ | -0.26 | 0.33 | 0.60 |