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 ⓘ | -26.92% | 9.36% | 87.79% |
| Price Trend ⓘ | -0.81 | 0.27 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.55% | 36.23% | 49.31% |
| Max Drawdown ⓘ | -36.95% | -36.95% | -36.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | 0.20 | 1.69 |
| Calmar Ratio ⓘ | -0.73 | 0.25 | 2.38 |
| Sortino Ratio ⓘ | -1.18 | 0.25 | 2.16 |