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 ⓘ | -2.04% | 13.33% | 48.98% |
| Price Trend ⓘ | -0.37 | -0.68 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.89% | 24.19% | 35.18% |
| Max Drawdown ⓘ | -12.62% | -17.01% | -17.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 0.47 | 1.27 |
| Calmar Ratio ⓘ | -0.16 | 0.78 | 2.88 |
| Sortino Ratio ⓘ | -0.29 | 0.91 | 2.32 |