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 ⓘ | -6.90% | 25.27% | 69.29% |
| Price Trend ⓘ | -0.64 | 0.47 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.13% | 31.06% | 55.81% |
| Max Drawdown ⓘ | -15.44% | -17.51% | -38.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | 0.75 | 1.17 |
| Calmar Ratio ⓘ | -0.45 | 1.44 | 1.81 |
| Sortino Ratio ⓘ | -0.60 | 1.38 | 1.51 |