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 ⓘ | -3.55% | -0.49% | 63.59% |
| Price Trend ⓘ | -0.37 | 0.53 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.61% | 16.23% | 28.25% |
| Max Drawdown ⓘ | -16.78% | -16.78% | -17.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.43 | -0.16 | 2.10 |
| Calmar Ratio ⓘ | -0.21 | -0.03 | 3.57 |
| Sortino Ratio ⓘ | -0.68 | -0.23 | 2.91 |