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 ⓘ | -5.40% | 5.76% | 34.34% |
| Price Trend ⓘ | 0.13 | 0.76 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.95% | 25.09% | 42.22% |
| Max Drawdown ⓘ | -19.72% | -19.72% | -19.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | 0.15 | 0.72 |
| Calmar Ratio ⓘ | -0.27 | 0.29 | 1.74 |
| Sortino Ratio ⓘ | -0.31 | 0.17 | 0.96 |