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 ⓘ | -4.42% | 17.11% | 52.30% |
| Price Trend ⓘ | -0.21 | 0.77 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.98% | 20.45% | 24.78% |
| Max Drawdown ⓘ | -14.04% | -14.04% | -14.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | 0.73 | 1.93 |
| Calmar Ratio ⓘ | -0.31 | 1.22 | 3.72 |
| Sortino Ratio ⓘ | -0.38 | 0.85 | 2.49 |