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 ⓘ | -4.34% | 39.29% | 14.15% |
| Price Trend ⓘ | -0.18 | 0.87 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.82% | 25.10% | 42.43% |
| Max Drawdown ⓘ | -11.51% | -11.51% | -32.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | 1.49 | 0.24 |
| Calmar Ratio ⓘ | -0.38 | 3.41 | 0.43 |
| Sortino Ratio ⓘ | -0.46 | 2.63 | 0.31 |