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 ⓘ | -0.24% | 18.18% | -5.94% |
| Price Trend ⓘ | 0.29 | 0.68 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.42% | 30.35% | 52.35% |
| Max Drawdown ⓘ | -28.80% | -28.80% | -50.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | 0.53 | -0.19 |
| Calmar Ratio ⓘ | -0.01 | 0.63 | -0.12 |
| Sortino Ratio ⓘ | -0.07 | 0.81 | -0.25 |