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 ⓘ | -5.96% | 26.79% | 45.73% |
| Price Trend ⓘ | -0.33 | 0.66 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.26% | 37.29% | 58.77% |
| Max Drawdown ⓘ | -22.95% | -22.95% | -34.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | 0.67 | 0.71 |
| Calmar Ratio ⓘ | -0.26 | 1.17 | 1.34 |
| Sortino Ratio ⓘ | -0.41 | 1.17 | 1.28 |