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 ⓘ | -7.33% | -1.77% | 32.97% |
| Price Trend ⓘ | -0.41 | 0.64 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.42% | 22.12% | 28.58% |
| Max Drawdown ⓘ | -8.73% | -18.63% | -18.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.18 | 0.99 |
| Calmar Ratio ⓘ | -0.84 | -0.09 | 1.77 |
| Sortino Ratio ⓘ | -0.81 | -0.28 | 1.66 |