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 ⓘ | -3.32% | 29.30% | 6.67% |
| Price Trend ⓘ | -0.77 | 0.65 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.61% | 32.99% | 56.99% |
| Max Drawdown ⓘ | -17.75% | -17.75% | -49.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | 0.83 | 0.04 |
| Calmar Ratio ⓘ | -0.19 | 1.65 | 0.14 |
| Sortino Ratio ⓘ | -0.33 | 1.46 | 0.07 |