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 ⓘ | -5.25% | 17.81% | 15.72% |
| Price Trend ⓘ | -0.02 | 0.84 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.79% | 20.42% | 42.13% |
| Max Drawdown ⓘ | -18.24% | -18.24% | -32.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | 0.77 | 0.27 |
| Calmar Ratio ⓘ | -0.29 | 0.98 | 0.48 |
| Sortino Ratio ⓘ | -0.48 | 1.05 | 0.35 |