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 ⓘ | -5.84% | 1.65% | 35.75% |
| Price Trend ⓘ | -0.11 | 0.58 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.34% | 17.28% | 30.26% |
| Max Drawdown ⓘ | -11.55% | -11.55% | -11.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -0.02 | 1.04 |
| Calmar Ratio ⓘ | -0.51 | 0.14 | 3.10 |
| Sortino Ratio ⓘ | -0.62 | -0.03 | 1.53 |