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 ⓘ | -9.12% | 4.09% | 56.51% |
| Price Trend ⓘ | -0.73 | 0.27 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.71% | 30.36% | 55.60% |
| Max Drawdown ⓘ | -19.39% | -19.39% | -26.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | 0.07 | 0.94 |
| Calmar Ratio ⓘ | -0.47 | 0.21 | 2.15 |
| Sortino Ratio ⓘ | -0.70 | 0.09 | 1.35 |