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 ⓘ | -27.51% | 13.49% | 93.55% |
| Price Trend ⓘ | -0.92 | 0.20 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.20% | 33.07% | 51.78% |
| Max Drawdown ⓘ | -30.86% | -30.86% | -30.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | 0.35 | 1.73 |
| Calmar Ratio ⓘ | -0.89 | 0.44 | 3.03 |
| Sortino Ratio ⓘ | -1.25 | 0.44 | 2.71 |