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 ⓘ | -2.68% | 5.54% | 56.00% |
| Price Trend ⓘ | -0.21 | 0.74 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.59% | 21.07% | 30.30% |
| Max Drawdown ⓘ | -10.57% | -10.72% | -10.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.16 | 1.70 |
| Calmar Ratio ⓘ | -0.25 | 0.52 | 5.22 |
| Sortino Ratio ⓘ | -0.45 | 0.21 | 2.61 |