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 ⓘ | -5.95% | 0.24% | 69.33% |
| Price Trend ⓘ | 0.53 | 0.82 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.50% | 36.34% | 47.69% |
| Max Drawdown ⓘ | -14.79% | -25.41% | -31.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | -0.05 | 1.36 |
| Calmar Ratio ⓘ | -0.40 | 0.01 | 2.23 |
| Sortino Ratio ⓘ | -0.52 | -0.08 | 2.12 |