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 ⓘ | -3.07% | 38.08% | 103.75% |
| Price Trend ⓘ | -0.25 | 0.57 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.30% | 33.93% | 46.13% |
| Max Drawdown ⓘ | -28.42% | -28.42% | -34.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | 1.06 | 2.16 |
| Calmar Ratio ⓘ | -0.11 | 1.34 | 3.00 |
| Sortino Ratio ⓘ | -0.25 | 1.83 | 3.46 |