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 ⓘ | -2.44% | 21.16% | 65.29% |
| Price Trend ⓘ | 0.34 | -0.13 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.78% | 26.03% | 42.66% |
| Max Drawdown ⓘ | -23.63% | -27.42% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.73 | 1.43 |
| Calmar Ratio ⓘ | -0.10 | 0.77 | 2.38 |
| Sortino Ratio ⓘ | -0.28 | 1.07 | 2.10 |