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 ⓘ | -0.48% | 10.18% | 57.45% |
| Price Trend ⓘ | -0.08 | 0.78 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.85% | 14.09% | 23.44% |
| Max Drawdown ⓘ | -14.54% | -14.54% | -14.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | 0.58 | 2.27 |
| Calmar Ratio ⓘ | -0.03 | 0.70 | 3.95 |
| Sortino Ratio ⓘ | -0.24 | 0.87 | 3.31 |