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 ⓘ | -4.85% | 26.61% | 16.42% |
| Price Trend ⓘ | -0.77 | 0.32 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.17% | 46.71% | 80.02% |
| Max Drawdown ⓘ | -31.84% | -35.53% | -45.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.53 | 0.15 |
| Calmar Ratio ⓘ | -0.15 | 0.75 | 0.36 |
| Sortino Ratio ⓘ | -0.29 | 1.01 | 0.18 |