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 ⓘ | -7.70% | 20.00% | 89.00% |
| Price Trend ⓘ | -0.16 | 0.75 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.74% | 30.04% | 52.37% |
| Max Drawdown ⓘ | -26.42% | -26.42% | -45.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | 0.60 | 1.62 |
| Calmar Ratio ⓘ | -0.29 | 0.76 | 1.98 |
| Sortino Ratio ⓘ | -0.77 | 1.03 | 2.59 |