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 ⓘ | -13.07% | -0.36% | 70.82% |
| Price Trend ⓘ | -0.69 | -0.10 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.78% | 29.78% | 51.88% |
| Max Drawdown ⓘ | -27.84% | -27.84% | -45.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -0.08 | 1.29 |
| Calmar Ratio ⓘ | -0.47 | -0.01 | 1.57 |
| Sortino Ratio ⓘ | -0.99 | -0.14 | 2.01 |