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 ⓘ | -4.04% | 18.88% | 55.26% |
| Price Trend ⓘ | -0.34 | 0.66 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.45% | 32.53% | 48.99% |
| Max Drawdown ⓘ | -24.56% | -24.56% | -27.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | 0.52 | 1.04 |
| Calmar Ratio ⓘ | -0.16 | 0.77 | 1.97 |
| Sortino Ratio ⓘ | -0.29 | 0.79 | 1.73 |