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 ⓘ | -2.20% | 16.18% | 34.93% |
| Price Trend ⓘ | -0.64 | 0.32 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.93% | 31.14% | 60.79% |
| Max Drawdown ⓘ | -18.92% | -18.92% | -24.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.18 | 0.46 | 0.51 |
| Calmar Ratio ⓘ | -0.12 | 0.86 | 1.44 |
| Sortino Ratio ⓘ | -0.28 | 0.79 | 0.77 |